Reachability questions in piecewise deterministic Markov processes

Abstract

We formulate a stochastic hybrid system model that allows us to capture a class of Markov processes known as piecewise deterministic Markov processes (PDMPs). For this class of stochastic processes we formulate a probabilistic reachability problem. Basic properties of PDMPs are reviewed and used to show that the reachability question is indeed well defined. Possible methods for computing the reach probability are then concerned. © Springer-Verlag Berlin Heidelberg 2003.