Abstract | ||
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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 |
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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 Coënt | 1 | 1 | 0.37 |
Laurent Fribourg | 2 | 775 | 69.28 |
Jonathan Vacher | 3 | 4 | 2.16 |