An algorithm that approximates the pushforward of a Wasserstein-ambiguous distribution by a discrete distribution, with provable error bounds that vanish as the number of support points grows and stay bounded over infinite horizons for contractive dynamics.
Approximate model checking of stochastic hybrid systems.European Journal of Control, 16(6):624–641, 2010
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Efficient Uncertainty Propagation with Guarantees in Wasserstein Distance
An algorithm that approximates the pushforward of a Wasserstein-ambiguous distribution by a discrete distribution, with provable error bounds that vanish as the number of support points grows and stay bounded over infinite horizons for contractive dynamics.