Stochastic Hybrid Systems

Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.

Christos G. Cassandras, John Lygeros

Stochastic Hybrid Systems: Research Issues and Areas. Stochastic Differential Equations on Hybrid State Spaces. Compositional Modeling of Stochastic Hybrid Systems. Stochastic Model Checking. Stochastic Reachability: Theory and Numerical Approximation. Stochastic Flow Systems: Modeling and Sensitivity Analysis. Perturbation Analysis for Stochastic Flow Systems with Feedback. Stochastic Hybrid Modeling of On-Off TCP Flows. Stochastic Hybrid Modeling of Biochemical Processes. Free Flight Collision Risk Estimation by Sequential Monte-Carlo Simulation. Index.