On A Notion of Stochastic Zeroing Barrier Function. Tamba, T., A., Hu, B., & Nazaruddin, Y., Y. In The 2021 American Control Conference, Louisiana, New Orleans, US, May 26-28, 2021, 2021. abstract bibtex This note examines the safety verification of the solution of Ito’s stochastic differential equations (SDE) using the notion of stochastic zeroing barrier function (SZBF). It is shown that an extension of the recently developed zeroing barrier function concept in deterministic systems can be derived to provide an SZBF based safety verification method for Itó’s SDE sample paths. The main tools in the proposed method include Itó’s calculus and stochastic invariance concept.
@inproceedings{
title = {On A Notion of Stochastic Zeroing Barrier Function},
type = {inproceedings},
year = {2021},
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created = {2020-11-06T23:59:00.000Z},
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abstract = {This note examines the safety verification of the solution of Ito’s stochastic differential equations (SDE) using the notion of stochastic zeroing barrier function (SZBF). It is shown that an extension of the recently developed zeroing barrier function concept in deterministic systems can be derived to provide an SZBF based safety verification method for Itó’s SDE sample paths. The main tools in the proposed method include Itó’s calculus and stochastic invariance concept.},
bibtype = {inproceedings},
author = {Tamba, Tua A. and Hu, Bin and Nazaruddin, Yul Y.},
booktitle = {The 2021 American Control Conference, Louisiana, New Orleans, US, May 26-28, 2021}
}
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