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

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26230%2F17%3APU126396" target="_blank" >RIV/00216305:26230/17:PU126396 - isvavai.cz</a>

Result on the web

<a href="https://www.fit.vut.cz/research/publication/11368/" target="_blank" >https://www.fit.vut.cz/research/publication/11368/</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1145/3049797.3049812" target="_blank" >10.1145/3049797.3049812</a>

Result language

angličtina

Original language name

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

Original language description

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.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

—

OECD FORD branch

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project

<a href="/en/project/GJ16-24707Y" target="_blank" >GJ16-24707Y: Efficient Automata Techniques for Formal Reasoning</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2017

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Proceedings of the 20th ACM International Conference on Hybrid Systems: Computation and Control

ISBN

978-1-4503-4590-3

ISSN

—

e-ISSN

—

Number of pages

10

Pages from-to

55-64

Publisher name

Association for Computing Machinery

Place of publication

New York

Event location

Pittsburgh

Event date

Mar 13, 2017

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

000615962400007