Title
Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method.
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.
Year
DOI
Venue
2018
10.1016/j.ifacol.2018.08.044
IFAC-PapersOnLine
Keywords
Field
DocType
Stochastic systems,numerical simulation,control system synthesis,switched control systems,nonlinear control systems
Applied mathematics,Euler method,Lipschitz continuity,Mathematics,Control synthesis
Conference
Volume
Issue
ISSN
51
16
2405-8963
Citations 
PageRank 
References 
1
0.37
7
Authors
3
Name
Order
Citations
PageRank
Adrien Le Coënt110.37
Laurent Fribourg277569.28
Jonathan Vacher342.16