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Optimal control of a class of stochastic hybrid systems with probabilistic constraints

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3 Author(s)
Kobayashi, K. ; Sch. of Inf. Sci., Japan Adv. Inst. of Sci. & Technol., Ishikawa, Japan ; Matou, K. ; Hiraishi, K.

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.

Published in:

Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on

Date of Conference:

12-15 Dec. 2011