文章基本信息

标题：Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method
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作者：Adrien Le Coënt ; Laurent Fribourg ; Jonathan Vacher 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2018
卷号：51
期号：16
页码：259-264
DOI：10.1016/j.ifacol.2018.08.044
语种：English
出版社：Elsevier
摘要：AbstractIn this paper, we explain how, under the one-sided Lipschitz (OSL) hypothesis, one can find an error bound for a variant of the Euler-Maruyama approximation method for stochastic switched systems. We then explain how this bound can be used to control stochastic switched switched system in order to stabilize them in a given region. The method is illustrated on several examples of the literature.
关键词：KeywordsStochastic systemsnumerical simulationcontrol system synthesisswitched control systemsnonlinear control systems