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Browse Conference Publications > Decision and Control, 2004. C ... Help

General stochastic hybrid systems: modelling and optimal control

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2 Author(s)
Bujorianu, M.L. ; Dept. of Eng., Cambridge Univ., UK ; Lygeros, J.

We develop a model for general stochastic hybrid systems (GSHS) which is a generalization of piecewise-deterministic Markov processes (PDMP), introduced by Davis and stochastic hybrid systems proposed by Hu, Lygeros and Sastry. This model possesses certain desirable properties, as the strong Markov property and the cadlag property. Extending results available for PDMP, we develop the extended generator formula and the differential formula for GSHS. Then we investigate the dynamic programming for GSHS, using the differential formula.

Published in:
Decision and Control, 2004. CDC. 43rd IEEE Conference on  (Volume:2 )

Date of Conference: 14-17 Dec. 2004

Page(s):
1872 - 1877 Vol.2
ISSN :
0191-2216
Print ISBN:
0-7803-8682-5
INSPEC Accession Number:
8381914
Digital Object Identifier :
10.1109/CDC.2004.1430320
Product Type:
Conference Publications

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