Towards a theory of stochastic hybrid systems
The authors define a stochastic hybrid system essentially as (a) a family of SDEs, \(dX_t = f(q,X_t) dt + g(q,X_t) dB_t\) on \(U_q\), (\(U_q\) open in \({\mathbb R}^d\), for \(t \in [\tau_n, \tau_{n+1}), \tau_n\) stopping times) labeled by \(q\) from a countable set \({\mathbb Q}\), together with (b) a transition mechanism yielding a new index \(q' \in {\mathbb Q}\) and a new initial condition \(x=X_{\tau_{n+1}}\) in \(U_{q'}\) for the differential equation indexed by \(q'\). Naturally associated is the embedded Markov chain of the system, \((X_n,Q_N) = (X_{\tau_n},q) \in U_q \times \{q\}\). Modelling highway traffic situations (distance of cars) is given as an example. A further application is the simulation of 1-dimensional SDEs, \(dX_t = f(X_t) dt + g(X_t) dB_t\). Given the state discretizastion parameter \(\delta > 0\), the authors consider the (discretized) stochastic hybrid system associated with the SDE which is defined via drift and diffusion vector fields that are kept constant on suitable intervals \(U_k(\delta)\), \(d\overline{X}_t^{\delta} = f^{\delta}(k) dt + g^{\delta}(k) dB_t\), and the corresponding embedded Markov chain \((\overline{X}_n^{\delta},k_n)\). They discuss recurrence properties for the embedded Markov chain and convergence of invariant measures for \(\delta \rightarrow 0\) (if existing) for the case of additive white noise, \(g(x)=g^{\delta}(k) \equiv 1\). They consider, in particular, special drift vector fields such as in gradient systems. For the entire collection see [Zbl 0934.00029].
- Mean reversal for stochastic hybrid systems
- Moment-based analysis of stochastic hybrid systems with renewal transitions
- Verification and control for probabilistic hybrid automata with finite bisimulations
- Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems
- Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion
- A probabilistic calculus of cyber-physical systems
- Efficient simulation of general stochastic hybrid systems
- Automated verification and synthesis of stochastic hybrid systems: a survey
- Decisiveness of stochastic systems and its application to hybrid models
- How adaptive and reliable is your program?
- A compositional modelling and analysis framework for stochastic hybrid systems
- Stochastic stability analysis for joint process driven and networked hybrid systems
- Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes
- Approximate analysis of biological systems by hybrid switching jump diffusion
- Optimal control of stochastic hybrid system with jumps: a numerical approximation
- Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
- Sporadic event-based control of first-order linear stochastic systems
- Modeling dynamics of cell population molecule expression distribution
- A compositional modelling and verification framework for stochastic hybrid systems
- Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions
- Stochastic hybrid automata with delayed transitions to model biochemical systems with delays
- Stochastic hybrid systems. Theory and safety critical applications.
- A model for stochastic hybrid systems with application to communication networks
- A stochastic games framework for verification and control of discrete time stochastic hybrid systems
- Interacting particle system based estimation of reach probability of general stochastic hybrid systems
- Modeling for Verification
- Modeling stochastic hybrid systems
- Toward a general theory of stochastic hybrid systems
- Stochastic Satisfiability Modulo Theory: A Novel Technique for the Analysis of Probabilistic Hybrid Systems
- Safety verification for probabilistic hybrid systems
- Stochastic hybrid system with non-homogeneous jumps
- Sliding mode control of uncertain stochastic hybrid delay systems with average dwell time
- A Unified Stochastic Hybrid System Approach to Aggregate Modeling of Responsive Loads
- Reachability for partially observable discrete time stochastic hybrid systems
- Stability analysis for stochastic hybrid systems: a survey
- Stochastic piecewise affine control with application to pitch control of helicopter
- Decisiveness of stochastic systems and its application to hybrid models
- Stochastic differential dynamic logic for stochastic hybrid programs
- Hybrid Systems: Computation and Control
- Hybrid Systems: Computation and Control
- Approximations of Stochastic Hybrid Systems: A Compositional Approach
- On the approximation of stochastic concurrent constraint programming by master equation
- Constraint-based analysis of concurrent probabilistic hybrid systems: an application to networked automation systems
- Model reduction of switched affine systems
- Safety verification for regime-switching jump diffusions via barrier certificates
- A framework to measure the robustness of programs in the unpredictable environment
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem
- A multivariate stochastic hybrid model with switching coefficients and jumps: solution and distribution
- Comparing two approaches to include stochasticity in hybrid automata
- Stochastic ergodic control in hybrid systems: a framework for safe autonomy in adversarial environments
- RobTL: robustness temporal logic for CPS
- Exploring behaviors of hybrid systems via the Voronoi bias over output signals
- Engineering constraint solvers for automatic analysis of probabilistic hybrid automata
- A weak semantic approach to bisimulation metrics in models with nondeterminism and continuous state spaces
- A formal mathematical framework for modeling probabilistic hybrid systems
- A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems
This page was built for publication: Towards a theory of stochastic hybrid systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4953390)
