DocumentCode
3195266
Title
General stochastic hybrid systems: modelling and optimal control
Author
Bujorianu, Manuela L. ; Lygeros, John
Author_Institution
Dept. of Eng., Cambridge Univ., UK
Volume
2
fYear
2004
fDate
14-17 Dec. 2004
Firstpage
1872
Abstract
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.
Keywords
Markov processes; dynamic programming; optimal control; stochastic systems; GSHS; PDMP; cadlag property; differential formula; dynamic programming; general stochastic hybrid systems; modelling; optimal control; piecewise-deterministic Markov processes; strong Markov property; Air safety; Bridges; Control system synthesis; Control systems; Dynamic programming; Markov processes; Mathematical model; Optimal control; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2004. CDC. 43rd IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-8682-5
Type
conf
DOI
10.1109/CDC.2004.1430320
Filename
1430320
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