An improved algorithm for the control synthesis of nonlinear sampled switched systems

International audienc

Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method

In this paper, we explain how, under the one-sided Lipschitz (OSL) hypothesis, one can find a mean square error bound for a variant of the Euler-Maruyama approximation method for stochastic switched systems. Subsequently, we explain how this bound can be used to control a stochastic switched system in order to make it reach a target zone with guaranteed minimum probability. The method is illustrated on several examples from the literature