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Modeling Stochastic Hybrid Systems

  • Mrinal K. Ghosh
  • Arunabha Bagchi
Part of the IFIP International Federation for Information Processing book series (IFIPAICT, volume 166)

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.

Keywords

Stochastic hybrid systems Markov processes Ito-Skorohod type stochastic differential equations hybrid jumps 

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Copyright information

© International Federation for Information Processing 2005

Authors and Affiliations

  • Mrinal K. Ghosh
    • 1
  • Arunabha Bagchi
    • 2
  1. 1.Department of MathematicsIndian Institute of ScienceBangaloreIndia
  2. 2.Department of Applied MathematicsUniversity of TwenteEnschedeThe Netherlands

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