MLD-based modeling and MPC of discrete-time hybrid systems with stochastic mode transitions

Stochastic hybrid systems have several applications such as biological systems and communication networks, but it is difficult to consider analysis and control of general stochastic hybrid systems. In this paper, discrete-time hybrid systems with stochastic mode transitions (called here discrete-stochastic hybrid systems) are considered as a class of stochastic hybrid systems. For this system, a modeling method and a model predictive control algorithm are proposed. In the proposed method, based on time sequences of modes, a given system is modeled by a time-varying mixed logical dynamical model. Furthermore, the control input is generated by solving a mixed integer linear programming problem at each time.