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2010.50: Large deviation methods for stochastic reachability

2010.50: M.L. Bujorianu and Hong Wang (2009) Large deviation methods for stochastic reachability. In: Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009. IEEE Control Systems Society, Shanghai, China, pp. 3932-3937.

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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:Book Section
Uncontrolled Keywords:stochastic hybrid systems, large deviations, reachability, Markov models, Cicada
Subjects:MSC 2000 > 49 Calculus of variations and optimal control; optimization
MSC 2000 > 60 Probability theory and stochastic processes
MIMS number:2010.50
Deposited By:Dr. Manuela Luminita BUJORIANU
Deposited On:13 June 2010

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