Safety Verification of Piecewise-Deterministic Markov Processes

Rafael Wisniewski, Christoffer Sloth, Manuela Bujorianu, Nir Piterman

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6 Citationer (Scopus)


We consider the safety problem of piecewise-deterministic Markov processes (PDMP). These are systems that have deterministic dynamics and stochastic jumps, where both the time and the destination of the jumps are stochastic. Specifically, we solve a p-safety problem, where we identify the set of initial states from which the probability to reach designated unsafe states is at most 1-p. Based on the knowledge of the full generator of the PDMP, we are able to develop a system of partial differential equations describing the connection between unsafe and initial states. We then show that by using the moment method, we can translate the infinite-dimensional optimisation problem searching for the largest set of p-safe states to a finite dimensional polynomial optimisation problem. We have implemented this technique on top of GloptiPoly and show how to apply it to a numerical example.
TitelHSCC '16 Proceedings of the 19th International Conference on Hybrid Systems: Computation and Control
ForlagAssociation for Computing Machinery
ISBN (Trykt)978-1-4503-3955-1
StatusUdgivet - 2016
Begivenhed8th Cyber Physical Systems Week (CPS Week): 19th ACM International Conference on Hybrid Systems: Computation and Control - Vienna, Østrig
Varighed: 12 apr. 201614 apr. 2016


Konference8th Cyber Physical Systems Week (CPS Week)


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