Modeling and Control of Stochastic Hybrid Systems John Lygeros - - PDF document

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st 1 HYCON PhD School on Hybrid Systems www.ist-hycon.org www.unisi.it Modeling and Control of Stochastic Hybrid Systems John Lygeros University of Patras, Greece lygeros@ee.upatras.gr scimanyd suounitnoc enibmoc smetsys dirbyH lacipyt

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HYSCOM

IEEE CSS Technical Committee on Hybrid Systems

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www.ist-hycon.org www.unisi.it

1 HYCON PhD School on Hybrid Systems

st

Siena, July 1 9-22, 2005 - Rectorate of the University of Siena

Modeling and Control of Stochastic Hybrid Systems John Lygeros

University of Patras, Greece

lygeros@ee.upatras.gr

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  • 1. A. Bensoussan and J.L. Menaldi, “Stochastic hybrid control”, Journal of

Mathematical Analysis and Applications, 249:261-288, 2000.

  • 2. M. Bujorianu, “Extended stochastic hybrid systems and their reachability

problem”, in R. Alur and G.J. Pappas, editors, Hybrid Systems: Computation and Control, number 2993 in LNCS, pages 234-249. Springer-Verlag, 2004.

  • 3. M.H.A. Davis, “Piecewise-deterministic Markov processes: A general class of

non-diffusion stochastic models”, Journal of the Royal Statistical Society, B, 46(3):353-388, 1984.

  • 4. M.H.A. Davis, Markov Processes and Optimization, Chapman & Hall,

London, 1993.

  • 5. M.K. Ghosh, A. Arapostathis, and S.I. Marcus, “Optimal control of switching

diffusions with application to flexible manufacturing systems”, SIAM Journal

  • n Control Optimization, 31(5):1183-1204, September 1993.
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diffusions”, SIAM Journal on Control Optimization, 35(6):1952-1988, November 1997.

  • 7. J. Hespanha. “Stochastic hybrid systems: Application to communication

networks”, in R. Alur and G.J. Pappas, editors, Hybrid Systems: Computation and Control, number 2993 in LNCS, pages 387-401. Springer-Verlag, 2004.

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  • 8.
  • J. Hu, J. Lygeros, and S.S. Sastry, “Towards a theory of stochastic hybrid

systems”, in Nancy Lynch and Bruce~H. Krogh, editors, Hybrid Systems: Computation and Control, number 1790 in {LNCS}, pages 160-173, Springer-Verlag, Berlin, 2000. 9.

  • X. Mao, “Stability of stochastic differential equations with Markovian

switching”, Stochastic Processes and Applications, 79:45-67, 1999. 10. J.L. Menaldi, “Stochastic hybrid optimal control models”, Aportaciones Matematicas, 16:205-250, 2001. 11.

  • C. Yuan and X. Mao, “Asymptotic stability in distribution of stochastic

differential equations with Markovian switching”, Stochastic Processes and Applications, 103:277-291, 2003. 12.

  • G. Pola, M.L. Bujorianu, J. Lygeros and M. Di Benedetto, “Stochastic

Hybrid Models: An Overview with Applications to Air Traffic Management”, in proceedings of IFAC Conference on Analysis and Design

  • f Hybrid Systems (ADHS03), Saint Malo, France, June 16-18, 2003

13.

  • J. Lygeros, K.H. Johansson, S.N. Simic, J. Zhang and S.S. Sastry,

Dynamical Properties of Hybrid Automata, IEEE Transactions on Automatic Control, 48(1):2-17, January 2003 14.

  • M. Bujorianu and J. Lygeros, “General stochastic hybrid systems: Modelling

and optimal control”, in proceedings of IEEE Conference on Decision and Control, Paradise Island, Bahamas, December 2004.