Probabilistic-constrained optimal control of a class of stochastic hybrid systems |
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Authors: | Koichi Kobayashi Koichiro Matou Kunihiko Hiraishi |
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Affiliation: | 1. School of Information Science, Japan Advanced Institute of Science and Technology, 1-1 Asahidai, Nomi, Ishikawa, 923-1292, Japan
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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. |
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