p-Safe analysis of stochastic hybrid processes

Rafael Wisniewski, Manuela L. Bujorianu, Christoffer Sloth

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)
11 Downloads (Pure)


We develop a method for determining whether a stochastic system is safe, i.e., whether its trajectories reach unsafe states. Specifically, we define and solve a probabilistic safety problem for Markov processes. Based on the knowledge of the extended generator, we are able to develop an evolution equation, as a system of integral equations, describing the connection between unsafe and initial states. Subsequently, using the moment method, we approximate the infinite-dimensional optimization problem searching for the largest set of safe states by a finite-dimensional polynomial optimization problem. In particular, we address the above safety problem to a special class of stochastic hybrid processes, namely piecewise-deterministic Markov processes. These are characterized by deterministic dynamics and stochastic jumps, where both the time and the destination of the jumps are stochastic. In addition, the jumps can be both spontaneous (in the style of a Poisson process) and forced (governed by guards). In this case, the extended generator of this process and its corresponding martingale problem turn out to be defined on a rather restricted domain. To circumvent this difficulty, we bring the generalized differential formula of this process into the evolution equation and, subsequently, formulate a polynomial optimization.

Original languageEnglish
Pages (from-to)5220-5235
Number of pages16
JournalIEEE Transactions on Automatic Control
Issue number12
Early online date10 Feb 2020
Publication statusPublished - 31 Dec 2020


  • safety verification
  • optimisation
  • Markov processes
  • stochastic hybrid systems
  • moment method
  • martingale problem


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