Large deviation methods for stochastic reachability
Bujorianu, Manuela and Wang, Hong (2009) Large deviation methods for stochastic reachability. In: 48th IEEE Conference on Decision and Control, Shanghai, 15-18 Dec 2009. Published in: Proceedings of the 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference pp. 3932-3937.Full text not available from this repository.
Official URL: http://dx.doi.org/10.1109/CDC.2009.5400635
In this paper, we propose to find upper/lower bounds for different measures that characterize the reachability problem defined in the context of stochastic hybrid systems, using the theory of large deviations. For stochastic hybrid processes, criteria for large deviation results are given using properties of their infinitesimal generators. This represents just the first step towards applying large deviation methods for stochastic hybrid systems for treating new topics like robust control, metastability, performance analysis.
|Item Type:||Conference Item (Paper)|
|Divisions:||Faculty of Science > Mathematics|
|Journal or Publication Title:||Proceedings of the 48th IEEE Conference on Decision and Control and 28th Chinese Control Conference|
|Publisher:||Institute of Electrical and Electronics Engineers|
|Page Range:||pp. 3932-3937|
|Conference Paper Type:||Paper|
|Title of Event:||48th IEEE Conference on Decision and Control|
|Type of Event:||Conference|
|Location of Event:||Shanghai|
|Date(s) of Event:||15-18 Dec 2009|
Actions (login required)