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Please use this identifier to cite or link to this item: http://hdl.handle.net/10119/11472

Title: Probabilistic-constrained optimal control of a class of stochastic hybrid systems
Authors: Kobayashi, Koichi
Matou, Koichiro
Hiraishi, Kunihiko
Keywords: backward-reachability graphs
optimal control
probabilistic constraints
stochastic hybrid systems
Issue Date: 2012
Publisher: Springer
Magazine name: International Journal of Control, Automation, and Systems
Volume: 10
Number: 5
Start page: 897
End page: 904
DOI: 10.1007/s12555-012-0505-3
Abstract: 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
Material Type: author
Appears in Collections:b10-1. 雑誌掲載論文 (Journal Articles)

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