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Reachability computation for switching diffusions: Finite abstractions with certifiable and tuneable precision

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 convergenc...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1145/3049797.3049812

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Institution:
University of Oxford
Division:
MPLS
Department:
Computer Science
Oxford college:
Trinity College
Role:
Author
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Institution:
University of Oxford
Division:
MPLS Division
Department:
Computer Science
Role:
Author
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Institution:
University of Oxford
Division:
MPLS Division
Department:
Computer Science
Oxford college:
St Anne's College
Role:
Author
ORCID:
0000-0002-8705-8488
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Publisher:
Association for Computing Machinery Publisher's website
Journal:
20th ACM International Conference on Hybrid Systems: Computation and Control (HSCC 2017) Journal website
Host title:
20th ACM International Conference on Hybrid Systems: Computation and Control (HSCC 2017)
Publication date:
2017-04-13
Acceptance date:
2016-12-20
DOI:
Source identifiers:
834336
ISBN:
9781450345903
Keywords:
Pubs id:
pubs:834336
UUID:
uuid:97b6e8a1-701c-4367-a369-bffb0313b351
Local pid:
pubs:834336
Deposit date:
2018-07-06

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