Conference paper

LAURENTI Luca, ABATE Alessandro, BORTOLUSSI Luca, CARDELLI Luca, ČEŠKA Milan and KWIATKOWSKA Marta. Reachability Computation for Switching Diffusions:Finite Abstractions with Certifiable and Tuneable Precision. In: Proceedings of the 20th ACM International Conference on Hybrid Systems: Computation and Control. New York: Association for Computing Machinery, 2017, pp. 55-64. ISBN 978-1-4503-4590-3.
Publication language:english
Original title:Reachability Computation for Switching Diffusions:Finite Abstractions with Certifiable and Tuneable Precision
Title (cs):Vypočet Dosažitelnosti v Hybridnich Systémech:Konečná Abstrakce s Garantovanou Chybou
Pages:55-64
Proceedings:Proceedings of the 20th ACM International Conference on Hybrid Systems: Computation and Control
Conference:ACM International Conference on Hybrid Systems: Computation and Control
Series:ACM
Place:New York, US
Year:2017
ISBN:978-1-4503-4590-3
Publisher:Association for Computing Machinery
Keywords

Switching diffusions; stochastic hybrid models; reachability and safety analysis; finite abstractions; time and space dis- cretisation; numerical computations 

Annotation
We consider continuous time stochastic hybrid systems with no resets and continuous dynamics described by linear stochastic differential equations -- models also known as switching diffusions. We show that for this class of models reachability (and dually, safety) properties can be studied on an abstraction defined in terms of a discrete time and finite space Markov chain (DTMC), with provable error bounds. The technical contribution of the paper is a characterization of the uniform convergence of the time discretization of such stochastic processes with respect to safety properties. This allows us to newly provide a complete and sound numerical procedure for reachability and safety computation over switching diffusions.
BibTeX:
@INPROCEEDINGS{
   author = {Luca Laurenti and Alessandro Abate and Luca Bortolussi and
	Luca Cardelli and Milan {\v{C}}e{\v{s}}ka and Marta
	Kwiatkowska},
   title = {Reachability Computation for Switching Diffusions:Finite
	Abstractions with Certifiable and Tuneable Precision},
   pages = {55--64},
   booktitle = {Proceedings of the 20th ACM International Conference on
	Hybrid Systems: Computation and Control},
   series = {ACM},
   year = {2017},
   location = {New York, US},
   publisher = {Association for Computing Machinery},
   ISBN = {978-1-4503-4590-3},
   language = {english},
   url = {http://www.fit.vutbr.cz/research/view_pub.php?id=11368}
}

Your IPv4 address: 54.80.102.170
Switch to IPv6 connection

DNSSEC [dnssec]