Large deviation methods for stochastic reachability

Bujorianu, M.L. and Wang, Hong (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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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: Book Section
Uncontrolled Keywords: stochastic hybrid systems, large deviations, reachability, Markov models, Cicada
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 49 Calculus of variations and optimal control; optimization
MSC 2010, the AMS's Mathematics Subject Classification > 60 Probability theory and stochastic processes
Depositing User: Dr. Manuela Luminita BUJORIANU
Date Deposited: 13 Jun 2010
Last Modified: 20 Oct 2017 14:12
URI: http://eprints.maths.manchester.ac.uk/id/eprint/1481

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