Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method
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DOI: 10.1016/j.nahs.2020.100860
Abstract: Abstract In this paper, we explain how, under the one-sided Lipschitz (OSL) hypothesis, one can find a mean square error bound for a variant of the Euler–Maruyama approximation method for stochastic switched systems. Subsequently, we… read more here.
Keywords: euler; control; probabilistic reachability; method ... See more keywords