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LAURENTI, L. ABATE, A. BORTOLUSSI, L. CARDELLI, L. ČEŠKA, M. KWIATKOWSKA, M.
Original Title
Reachability Computation for Switching Diffusions:Finite Abstractions with Certifiable and Tuneable Precision
Type
conference paper
Language
English
Original 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.
Keywords
Switching diffusions; stochastic hybrid models; reachability and safety analysis; finite abstractions; time and space dis- cretisation; numerical computations
Authors
LAURENTI, L.; ABATE, A.; BORTOLUSSI, L.; CARDELLI, L.; ČEŠKA, M.; KWIATKOWSKA, M.
Released
13. 3. 2017
Publisher
Association for Computing Machinery
Location
New York
ISBN
978-1-4503-4590-3
Book
Proceedings of the 20th ACM International Conference on Hybrid Systems: Computation and Control
Edition
ACM
Pages from
55
Pages to
64
Pages count
10
BibTex
@inproceedings{BUT144419, author="Luca {Laurenti} and Alessandro {Abate} and Luca {Bortolussi} and Luca {Cardelli} and Milan {Češka} and Marta {Kwiatkowska}", title="Reachability Computation for Switching Diffusions:Finite Abstractions with Certifiable and Tuneable Precision", booktitle="Proceedings of the 20th ACM International Conference on Hybrid Systems: Computation and Control", year="2017", series="ACM", pages="55--64", publisher="Association for Computing Machinery", address="New York", doi="10.1145/3049797.3049812", isbn="978-1-4503-4590-3" }