Selected publications at LSV

In this paper, we explain how, under the one-sided Lipschitz (OSL) hypothesis, one can find an error bound for a variant of the Euler-Maruyama approximation method for stochastic switched systems. We then explain how this bound can be used to control stochastic switched switched system in order to stabilize them in a given region. The method is illustrated on several examples of the literature.

   address = {Oxford, UK},
   author = {Adrien Le{ }Co{\"e}nt and Laurent Fribourg and Jonathan Vacher},
   booktitle = {{P}roceedings of the 6th {IFAC} {C}onference on {A}nalysis and {D}esign of {H}ybrid {S}ystems ({ADHS}'18)},
   month = jul,
   note = {To appear},
   publisher = {Elsevier Science Publishers},
   series = {IFAC-PapersOnLine},
   title = {Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method},
   year = {2018},

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