Large deviation methods for stochastic reachability

Manuela L. Bujorianu; Hong Wang

doi:10.1109/CDC.2009.5400635

Large deviation methods for stochastic reachability

Manuela L. Bujorianu, Hong Wang

Research output: Chapter in Book/Conference proceeding › Conference contribution › peer-review

Abstract

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. ©2009 IEEE.

Original language	English
Title of host publication	Proceedings of the IEEE Conference on Decision and Control\|Proc IEEE Conf Decis Control
Pages	3932-3937
Number of pages	5
DOIs	https://doi.org/10.1109/CDC.2009.5400635
Publication status	Published - 2009
Event	48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 - Shanghai Duration: 1 Jul 2009 → …

Conference

Conference	48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
City	Shanghai
Period	1/07/09 → …

Keywords

Large deviations
Markov processes
Reachability
Stochastic hybrid systems

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10.1109/CDC.2009.5400635

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title = "Large deviation methods for stochastic reachability",

abstract = "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. {\textcopyright}2009 IEEE.",

keywords = "Large deviations, Markov processes, Reachability, Stochastic hybrid systems",

author = "Bujorianu, {Manuela L.} and Hong Wang",

year = "2009",

doi = "10.1109/CDC.2009.5400635",

language = "English",

isbn = "9781424438716",

pages = "3932--3937",

booktitle = "Proceedings of the IEEE Conference on Decision and Control|Proc IEEE Conf Decis Control",

note = "48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 ; Conference date: 01-07-2009",

}

TY - GEN

T1 - Large deviation methods for stochastic reachability

AU - Bujorianu, Manuela L.

AU - Wang, Hong

PY - 2009

Y1 - 2009

N2 - 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. ©2009 IEEE.

AB - 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. ©2009 IEEE.

KW - Large deviations

KW - Markov processes

KW - Reachability

KW - Stochastic hybrid systems

U2 - 10.1109/CDC.2009.5400635

DO - 10.1109/CDC.2009.5400635

M3 - Conference contribution

SN - 9781424438716

SP - 3932

EP - 3937

BT - Proceedings of the IEEE Conference on Decision and Control|Proc IEEE Conf Decis Control

T2 - 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009

Y2 - 1 July 2009

ER -

Large deviation methods for stochastic reachability

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