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Communication Dans Un Congrès Année : 2018

Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method.

Résumé

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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Dates et versions

hal-01959845 , version 1 (19-12-2018)

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Adrien Le Coënt, Laurent Fribourg, Jonathan Vacher. Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method.. 6th IFAC Conference on Analysis and Design of Hybrid Systems ADHS 2018 ADHS'18,, Jul 2018, Oxford, United Kingdom. ⟨10.1016/j.ifacol.2018.08.044⟩. ⟨hal-01959845⟩
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