Interacting particle system based estimation of reach probability of general stochastic hybrid systems

DOI10.1016/j.nahs.2022.101303zbMath1505.93255OpenAlexW4309029987MaRDI QIDQ2677118

Henk A. P. Blom, Hao Ma

Publication date: 13 January 2023

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

Full work available at URL: https://doi.org/10.1016/j.nahs.2022.101303

zbMATH Keywords

factorizationinteracting particlesrare eventstochastic hybrid systemreach probability

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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