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Dealing with stochastic reachability

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Bujorianu, Manuela and Wang, Hong (2009) Dealing with 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. 2939-2940.

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Abstract

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
ISSN: 0191-2216
Date: 2009
Page Range: pp. 2939-2940
Identification Number: 10.1109/CDC.2009.5400635
Status: Peer Reviewed
Publication Status: Published
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
URI: http://wrap.warwick.ac.uk/id/eprint/49162

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