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Reachability Computation for Switching Diffusions: Finite Abstractions with Certifiable and Tuneable Precision

Laurenti, Luca
•
Abate, Alessandro
•
BORTOLUSSI, LUCA
altro
Kwiatkowska, Marta
2017
  • conference object

Abstract
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.
DOI
10.1145/3049797.3049812
WOS
WOS:000615962400007
Archivio
http://hdl.handle.net/11368/2900129
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85019051467
Diritti
open access
FVG url
https://arts.units.it/request-item?handle=11368/2900129
Soggetti
  • Stochastic Processes,...

Scopus© citazioni
10
Data di acquisizione
Jun 7, 2022
Vedi dettagli
google-scholar
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