Article ID Journal Published Year Pages File Type
4609041 Journal of Complexity 2007 16 Pages PDF
Abstract

In this paper, we present an overview of probabilistic techniques based on randomized algorithms for solving “hard’’ problems arising in performance verification and control of complex systems. This area is fairly recent, even though its roots lie in the robustness techniques for handling uncertain control systems developed in the 1980s. In contrast to these deterministic techniques, the main ingredient of the methods discussed in this survey is the use of probabilistic concepts. The introduction of probability and random sampling permits overcoming the fundamental tradeoff between numerical complexity and conservatism that lie at the roots of the worst-case deterministic methodology. The simplicity of implementation of randomized techniques may also help bridging the gap between theory and practical applications.

Related Topics
Physical Sciences and Engineering Mathematics Analysis