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このアイテムの引用には次の識別子を使用してください: http://hdl.handle.net/10119/11472

タイトル: Probabilistic-constrained optimal control of a class of stochastic hybrid systems
著者: Kobayashi, Koichi
Matou, Koichiro
Hiraishi, Kunihiko
キーワード: backward-reachability graphs
optimal control
probabilistic constraints
stochastic hybrid systems
発行日: 2012
出版者: Springer
誌名: International Journal of Control, Automation, and Systems
巻: 10
号: 5
開始ページ: 897
終了ページ: 904
DOI: 10.1007/s12555-012-0505-3
抄録: Stochastic hybrid systems have several applications such as biological systems and communication networks, but it is difficult to consider control of general stochastic hybrid systems. In this paper, a class of discrete-time stochastic hybrid systems, in which only discrete dynamics are stochastic, is considered. For this system, a solution method for the optimal control problem with probabilistic constraints is proposed. Probabilistic constraints guarantee that the probability that the continuous state reaches a given unsafe region is less than a given constant. In the propose method, first, continuous state regions, from which the state reaches a given unsafe region, are computed by a backward-reachability graph. Next, mixed integer quadratic programming problems with constraints derived from the backward-reachability graph are solved. The proposed method can be applied to model predictive control.
Rights: This is the author-created version of Springer, Koichi Kobayashi, Koichiro Matou, and Kunihiko Hiraishi, International Journal of Control, Automation, and Systems, 10(5), 2012, 897-904. The original publication is available at www.springerlink.com, http://dx.doi.org/10.1007/s12555-012-0505-3
URI: http://hdl.handle.net/10119/11472
資料タイプ: author
出現コレクション:b10-1. 雑誌掲載論文 (Journal Articles)

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