Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method. Coent, A. L., Fribourg, L., & Vacher, J. In volume 51, pages 259 - 264, 2018. 6th IFAC Conference on Analysis and Design of Hybrid Systems ADHS 2018
Paper doi abstract bibtex 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.
@inproceedings{lecoent2018,
title = {Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method},
journal = {IFAC-PapersOnLine},
volume = {51},
number = {16},
pages = {259 - 264},
year = {2018},
note = {6th IFAC Conference on Analysis and Design of Hybrid Systems ADHS 2018},
type = {Conference},
issn = {2405-8963},
doi = {https://doi.org/10.1016/j.ifacol.2018.08.044},
url = {http://www.sciencedirect.com/science/article/pii/S2405896318311601},
author = {Adrien Le Coent and Laurent Fribourg and Jonathan Vacher},
keywords = {Stochastic systems, numerical simulation, control system synthesis, switched control systems, nonlinear control systems},
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.}
}
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