Modeling stochastic hybrid systems

Ghosh, Mrinal K and Bagchi, Arunabha (2005) Modeling stochastic hybrid systems. In: 21st Conference on System Modeling and Optimization, JUL 21-25, 2003, Sophia Antipolis, FRANCE.

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Abstract

Stochastic hybrid systems arise in numerous applications of systems with multiple models; e.g., air traffc management, flexible manufacturing systems, fault tolerant control systems etc. In a typical hybrid system, the state space is hybrid in the sense that some components take values in a Euclidean space, while some other components are discrete. In this paper we propose two stochastic hybrid models, both of which permit diffusion and hybrid jump. Such models are essential for studying air traffic management in a stochastic framework.

Item Type:	Conference Paper
Publisher:	Springer
Additional Information:	Copyright of this article belongs to Springer.
Keywords:	Stochastic hybrid systems;Markov processes;Ito-Skorohod type stochastic differential equations;hybrid jumps
Department/Centre:	Division of Physical & Mathematical Sciences > Mathematics
Date Deposited:	08 Mar 2012 07:04
Last Modified:	08 Mar 2012 07:04
URI:	http://eprints.iisc.ac.in/id/eprint/43767

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