Large deviation methods for stochastic reachability

Author

Bujorianu, Manuela L. ; Wang, Hong

Author_Institution

Sch. of Math., Univ. of Manchester, Manchester, UK

fYear

2009

fDate

15-18 Dec. 2009

Firstpage

3932

Lastpage

3937

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.

Keywords

reachability analysis; robust control; stochastic systems; infinitesimal generators; large deviation method; lower bound; metastability; performance analysis; reachability problem; robust control; stochastic hybrid processes; stochastic hybrid systems; stochastic reachability; upper bound; Diffusion processes; Dynamic programming; Equations; Markov processes; Mathematics; Optimal control; Postal services; Reachability analysis; Stochastic processes; Stochastic systems; Markov processes; large deviations; reachability; stochastic hybrid systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on

Conference_Location

Shanghai

ISSN

0191-2216

Print_ISBN

978-1-4244-3871-6

Electronic_ISBN

0191-2216

Type

conf

DOI

10.1109/CDC.2009.5400635

Filename

5400635