Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method

DOI10.1016/J.NAHS.2020.100860MaRDI QIDQ2178210zbMATH OpenOpenAlexWikidataFDO

Authors Adrien Le Coënt, Laurent Fribourg, Jonathan Vacher, Rafał Wisniewski

Publication date 7 May 2020

Published in Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.nahs.2020.100860

zbMATH Keywords

control system synthesisnonlinear control systemsnumerical simulationstochastic systemsswitched control systems

Mathematics Subject Classification ID

Attainable sets, reachability (93B03) Nonlinear systems in control theory (93C10) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic systems in control theory (general) (93E03)

Recommendations

• Euler's method applied to the control of switched systems
• Reachability computation for switching diffusions, finite abstractions with certifiable and tuneable precision
• Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
• Reachability Analysis of Stochastic Hybrid Systems by Optimal Control
• Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems

Cites work

• Adaptive and sequential gridding procedures for the abstraction and verification of stochastic processes
• An improved algorithm for the control synthesis of nonlinear sampled switched systems
• Approximately Bisimilar Symbolic Models for Incrementally Stable Switched Systems
• Barrier certificates for nonlinear model validation
• Continuous Markov processes and stochastic equations
• Convergence of discretization procedures in dynamic programming
• Existence and uniqueness of solutions of stochastic functional differential equations
• Finite controlled invariants for sampled switched systems
• Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
• Guaranteed control of switched control systems using model order reduction and state-space bisection
• Hamilton–Jacobi Formulation for Reach–Avoid Differential Games
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• On some recent aspects of stochastic control and their applications
• On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
• Stability and Euler Approximation of One-sided Lipschitz Differential Inclusions
• Stabilization with guaranteed safety using control Lyapunov-Barrier function
• Stochastic differential equations. An introduction with applications
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Switching in systems and control
• Symbolic Control of Stochastic Systems via Approximately Bisimilar Finite Abstractions
• Symbolic models for nonlinear control systems affected by disturbances
• Symbolic models for stochastic switched systems: A discretization and a discretization-free approach
• The moments of products of quadratic forms in normal variables
• Towards scalable synthesis of stochastic control systems
• Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem

Cited in

(1)

• Distributed control synthesis using Euler's method

Describes a project that uses

Uses Software

• FAUST2

This page was built for publication: Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2178210)