Control Synthesis for Stochastic Switched Systems Using the Tamed Euler Method
Authors: Adrien Le Coent, Laurent Fribourg and Jonathan Vacher
Paper Information
| Title: | Control Synthesis for Stochastic Switched Systems Using the Tamed Euler Method |
| Authors: | Adrien Le Coent, Laurent Fribourg and Jonathan Vacher |
| Proceedings: | ADHS Full papers |
| Editor: | Alessandro Abate |
| Keywords: | aaa, bbb, ccc |
| Abstract: | ABSTRACT. In this paper, we explain how, under the one-sided Lipschitz (OSL) hypothesis, one can find an error bound for a variant of the Euler-Maruyama approximation method for stochastic switched systems. We then explain how this bound can be used to control stochastic switched switched system in order to stabilize them in a given region. The method is illustrated on several examples of the literature. |
| Pages: | 6 |
| Talk: | Jul 12 17:00 (Session 79B: Switched systems 2) |
| Paper: |  |