Abstract 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.

中文翻译：

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使用驯服 Euler 方法的随机切换系统的概率可达性和控制综合

摘要 在本文中，我们解释了如何在单边 Lipschitz (OSL) 假设下找到随机切换系统的 Euler-Maruyama 近似方法的变体的均方误差界限。随后，我们将解释如何使用此边界来控制随机切换系统，以使其以保证的最小概率到达目标区域。文献中的几个例子说明了该方法。