Efficient simulation of general stochastic hybrid systems
DOI10.1016/J.NAHS.2022.101234zbMATH Open1500.93132OpenAlexW4283361227MaRDI QIDQ2085142FDOQ2085142
Authors: Avinash Malik 
Publication date: 14 October 2022
Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nahs.2022.101234
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Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic systems in control theory (general) (93E03) Computational methods for problems pertaining to systems and control theory (93-08)
Cites Work
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- Measurability and safety verification for stochastic hybrid systems
- An adaptive Euler-Maruyama scheme for stochastic differential equations with discontinuous drift and its convergence analysis
- A dynamic quantized state system execution framework for hybrid automata
Cited In (12)
- Formal and Efficient Synthesis for Continuous-Time Linear Stochastic Hybrid Processes
- Moment analysis of stochastic hybrid systems using semidefinite programming
- An asynchronous integration and event detection algorithm for simulating multi-agent hybrid systems
- Rigorous simulation-based analysis of linear hybrid systems
- Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion
- A dynamic quantized state system execution framework for hybrid automata
- Determination and simulation of stimulated dynamics
- Event detection occurrence for planar piece-wise affine hybrid systems
- Interacting particle system based estimation of reach probability of general stochastic hybrid systems
- A model for stochastic hybrid systems with application to communication networks
- Approximation of General Stochastic Hybrid Systems by Switching Diffusions with Random Hybrid Jumps
- Perfect simulation of a class of stochastic hybrid systems with an application to peer to peer systems
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