*banner
 

A stability criterion for Stochastic Hybrid Systems
A. Abate, L. Shi, S. Simic, S. Sastry

Citation
A. Abate, L. Shi, S. Simic, S. Sastry. "A stability criterion for Stochastic Hybrid Systems". Proceedings of the 16th International Symposium on Mathematical Theory of Networks and Systems, Leuven, Jul. 2004, January, 2004.

Abstract
This paper investigates the notion of stability for Stochastic Hybrid Systems. The uncertainty is introduced in the discrete jumps between the domains, as if we had an underlying Markov Chain. The jumps happen every fixed time T; moreover, a result is given for the case of probabilistic dwelling times inside each domain. Unlike the more classical Hybrid Systems setting, the guards here are time-related, rather than space-related. We shall focus on vector fields describing input-less dynamical systems. Clearly, the uncertainty intrinsic to the model forces to introduce a fairly new definition of stability, which can be related to the classical Lyapunov one though. Proofs and simulations for our results are provided, as well as a motivational example from finance.

Electronic downloads

Citation formats  
  • HTML
    A. Abate, L. Shi, S. Simic, S. Sastry. <a
    href="http://chess.eecs.berkeley.edu/pubs/104.html"
    >A stability criterion for Stochastic Hybrid
    Systems</a>, Proceedings of the 16th International
    Symposium on Mathematical Theory of Networks and Systems,
    Leuven, Jul. 2004, January, 2004.
  • Plain text
    A. Abate, L. Shi, S. Simic, S. Sastry. "A stability
    criterion for Stochastic Hybrid Systems". Proceedings
    of the 16th International Symposium on Mathematical Theory
    of Networks and Systems, Leuven, Jul. 2004, January, 2004.
  • BibTeX
    @inproceedings{AbateShiSimicSastry04_StabilityCriterionForStochasticHybridSystems,
        author = {A. Abate and L. Shi and S. Simic and S. Sastry},
        title = {A stability criterion for Stochastic Hybrid Systems},
        booktitle = {Proceedings of the 16th International Symposium on
                  Mathematical Theory of Networks and Systems,
                  Leuven, Jul. 2004},
        month = {January},
        year = {2004},
        abstract = {This paper investigates the notion of stability
                  for Stochastic Hybrid Systems. The uncertainty is
                  introduced in the discrete jumps between the
                  domains, as if we had an underlying Markov Chain.
                  The jumps happen every fixed time T; moreover, a
                  result is given for the case of probabilistic
                  dwelling times inside each domain. Unlike the more
                  classical Hybrid Systems setting, the guards here
                  are time-related, rather than space-related. We
                  shall focus on vector fields describing input-less
                  dynamical systems. Clearly, the uncertainty
                  intrinsic to the model forces to introduce a
                  fairly new definition of stability, which can be
                  related to the classical Lyapunov one though.
                  Proofs and simulations for our results are
                  provided, as well as a motivational example from
                  finance.},
        URL = {http://chess.eecs.berkeley.edu/pubs/104.html}
    }
    

Posted by Alessandro Abate on 15 May 2006.
For additional information, see the Publications FAQ or contact webmaster at chess eecs berkeley edu.

Notice: This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright.

©2002-2018 Chess