Towars a Theory of Stochastic Hybrid Systems

  title={Towars a Theory of Stochastic Hybrid Systems},
  author={Jianghai Hu and John Lygeros and S. Shankar Sastry},
In this paper, we present a scheme of stochastic hybrid system which introduces randomness to the deterministic framework of the traditional hybrid systems by allowing the flow inside each invariant set of the discrete state variables to be governed by stochastic differential equation (SDE) rather than the deterministic ones. The notion of embedded Markov… CONTINUE READING

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