Stochastic safety for Markov chains

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Bujorianu, Manuela L. and Wisniewski, Rafael and Boulougouris, Evangelos (2021) Stochastic safety for Markov chains. IEEE Control Systems Letters, 5 (2). pp. 427-432. ISSN 2475-1456 (https://doi.org/10.1109/LCSYS.2020.3002475)

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Abstract

In this letter, we study the so-called p-safety of a Markov chain. We say that a state is p-safe in a state space S with respect to an unsafe set U if the process stays in the state space and hits the set U with the probability less than p. We show several ways of computing p-safety: by means the Dirichlet problem, the evolution equation, the barrier certificates, and the Martin kernel. The set of barrier certificates forms a cone. We show how to generate barrier certificates from the set of extreme points of a cone base.

ORCID iDs

Bujorianu, Manuela L., Wisniewski, Rafael and Boulougouris, Evangelos ORCID logoORCID: https://orcid.org/0000-0001-5730-007X;
  • Item type:Article
    ID code:72931
    Dates:
    Date
    Event
    April 2021
    Published
    15 June 2020
    Published Online
    8 June 2020
    Accepted
    Notes:© 2020 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
    Subjects:Technology > Hydraulic engineering. Ocean engineering
    Department:Faculty of Engineering > Naval Architecture, Ocean & Marine Engineering
    Depositing user: Pure Administrator
    Date deposited:25 Jun 2020 13:35
    Last modified:04 Dec 2024 13:31
    URI:https://strathprints.strath.ac.uk/id/eprint/72931
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