Stochastic differential dynamic logic for stochastic hybrid programs
Logic is a powerful tool for analyzing and verifying systems, including programs, discrete systems, real-time systems, hybrid systems, and distributed systems. Some applications also have a stochastic behavior, however, either because of fundamental properties of nature, uncertain environments, or simplifications to overcome complexity. Discrete probabilistic systems have been studied using logic. But logic has been chronically underdeveloped in the context of stochastic hybrid systems, i.e., systems with interacting discrete, continuous, and stochastic dynamics. We aim at overcoming this deficiency and introduce a dynamic logic for stochastic hybrid systems. Our results indicate that logic is a promising tool for understanding stochastic hybrid systems and can help taming some of their complexity. We introduce a compositional model for stochastic hybrid systems. We prove adaptivity, cadlag, and Markov time properties, and prove that the semantics of our logic is measurable. We present compositional proof rules, including rules for stochastic differential equations, and prove soundness.
@INPROCEEDINGS{DBLP:conf/cade/Platzer11,
pdf = {pub/SdL.pdf},
slides = {pub/SdL-slides.pdf},
TR = {DBLP:conf/cade/Platzer11:TR},
author = {Andr{\'e} Platzer},
title = {Stochastic Differential Dynamic Logic for
Stochastic Hybrid Programs},
booktitle = {CADE},
longbooktitle = {International Conference on Automated
Deduction, {CADE-23}, Wroc{\l}aw, Poland,
Proceedings},
year = {2011},
pages = {446-460},
doi = {10.1007/978-3-642-22438-6_34},
keywords = {dynamic logic, proof calculus,
stochastic differential equations,
stochastic hybrid systems,
stochastic processes},
editor = {Nikolaj Bj{\o}rner and
Viorica Sofronie-Stokkermans},
publisher = {Springer},
series = {LNCS},
volume = {6803},
isbn = {},
abstract = {
Logic is a powerful tool for analyzing and verifying
systems, including programs, discrete systems,
real-time systems, hybrid systems, and distributed
systems. Some applications also have a stochastic
behavior, however, either because of fundamental
properties of nature, uncertain environments, or
simplifications to overcome complexity. Discrete
probabilistic systems have been studied using logic.
But logic has been chronically underdeveloped in the
context of stochastic hybrid systems, i.e., systems
with interacting discrete, continuous, and stochastic
dynamics. We aim at overcoming this deficiency and
introduce a dynamic logic for stochastic hybrid
systems. Our results indicate that logic is a
promising tool for understanding stochastic hybrid
systems and can help taming some of their complexity.
We introduce a compositional model for stochastic
hybrid systems. We prove adaptivity, cadlag, and
Markov time properties, and prove that the semantics
of our logic is measurable. We present compositional
proof rules, including rules for stochastic
differential equations, and prove soundness.
}
}```