Large Deviation Methods for Stochastic Reachability

被引：0
作者：
Bujorianu, Manuela L. [1 ]
Wang, Hong [2 ]
机构：
[1] Univ Manchester, Sch Math, CICADA, Manchester M13 9PL, Lancs, England
[2] Univ Manchester, Control Syst Ctr, Sch Elect & Elect Engn, Manchester M13 9PL, Lancs, England
来源：
PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009) | 2009年
基金：
英国工程与自然科学研究理事会;
关键词：
stochastic hybrid systems; reachability; large deviations; Markov processes; MARKOV-PROCESSES;
D O I：
10.1109/CDC.2009.5400635
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
引用
收藏
页码：3932 / 3937
页数：6
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