Detail výsledku
Reachability Computation for Switching Diffusions:Finite Abstractions with Certifiable and Tuneable Precision
Abate Alessandro, FIT (FIT)
Bortolussi Luca
Cardelli Luca
Češka Milan, doc. RNDr., Ph.D., UITS (FIT)
Kwiatkowska Marta, FIT (FIT)
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.
Switching diffusions; stochastic hybrid models; reachabilityand safety analysis; finite abstractions; time and space dis-cretisation; numerical computations
@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"
}