Moment analysis of stochastic hybrid systems using semidefinite programming

DOI10.1016/j.automatica.2019.108634zbMath1430.93199arXiv1802.00376OpenAlexW2982467999MaRDI QIDQ2288654

Khem Raj Ghusinga, Andrew Lamperski, Abhyudai Singh

Publication date: 20 January 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.00376

zbMATH Keywords

optimizationconvex programmingstochastic systemspolynomial modelsjump process

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (1)

Interval analysis of worst-case stationary moments for stochastic chemical reactions with uncertain parameters

Uses Software

• YALMIP

Cites Work

• Stability analysis for stochastic hybrid systems: a survey
• Moment-based analysis of stochastic hybrid systems with renewal transitions
• A model for stochastic hybrid systems with application to communication networks
• Moment Closure and Finite-Time Blowup for Piecewise Deterministic Markov Processes
• Linearization Techniques in Stochastic Dynamic Systems
• Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming
• Bounding Stationary Expectations of Markov Processes
• Lévy Processes and Stochastic Calculus
• Markov Chains and Stochastic Stability
• Ergodic Control of Switching Diffusions
• Analysis and Control of Stochastic Systems Using Semidefinite Programming Over Moments

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