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Volumn 166, Issue , 2005, Pages 269-280

Modeling stochastic hybrid systems

Author keywords

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

Indexed keywords

AIR TRAFFIC CONTROL; DIFFERENTIAL EQUATIONS; FLEXIBLE MANUFACTURING SYSTEMS; HYBRID SYSTEMS; MARKOV PROCESSES; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

EID: 84902494120     PISSN: 18684238     EISSN: None     Source Type: Book Series    
DOI: 10.1007/0-387-23467-5_19     Document Type: Conference Paper
Times cited : (11)

References (16)
  • 1
    • 0001511265 scopus 로고
    • Average optimal policies in markov decision drift processes with applications to a queueing and a replacement model
    • F. A. van der Duyn Schouten and A. Hordijk. Average optimal policies in markov decision drift processes with applications to a queueing and a replacement model. Adv. Appl. Prob., 15: 274-303, 1983.
    • (1983) Adv. Appl. Prob , vol.15 , pp. 274-303
    • van der Duyn Schouten, F.A.1    Hordijk, A.2
  • 4
    • 33746938237 scopus 로고
    • A representation theorem for linear differential equations with markovian switching
    • R. W. Brockett and G. L. Blankenship. A representation theorem for linear differential equations with markovian switching. Proc. Allerton Conf. Circ. Syst. Th., pages 671-679, 1977.
    • (1977) Proc. Allerton Conf. Circ. Syst. Th , pp. 671-679
    • Brockett, R.W.1    Blankenship, G.L.2
  • 8
    • 0027656154 scopus 로고
    • Optimal control of switching diffusions with application to flexible manufacturing systems
    • A. Arapostathis, M. K. Ghosh and S. I. Marcus. Optimal control of switching diffusions with application to flexible manufacturing systems. SIAM J. Control Optim., 31: 1183-1204, 1993.
    • (1993) SIAM J Control Optim , vol.31 , pp. 1183-1204
    • Arapostathis, A.1    Ghosh, M.K.2    Marcus, S.I.3
  • 10
    • 0001511265 scopus 로고
    • Average optimal policies in markov decision drift processes with applications to a queueing and a replacement model
    • S. I. Marcus. Average optimal policies in markov decision drift processes with applications to a queueing and a replacement model. Adv. Appl. Prob., 15: 274-303, 1983.
    • (1983) Adv. Appl. Prob , vol.15 , pp. 274-303
    • Marcus, S.I.1
  • 14
    • 0033239450 scopus 로고
    • Optimal control of a stochastic hybrid system with discounted cost
    • M. K. Ghosh, V. S. Borkar and P. Sahay. Optimal control of a stochastic hybrid system with discounted cost. J. Optim. Theory Appl., 101: 557-580, 1991.
    • (1991) J Optim. Theory Appl , vol.101 , pp. 557-580
    • Ghosh, M.K.1    Borkar, V.S.2    Sahay, P.3
  • 15
    • 0001377524 scopus 로고
    • Optimal control of piecewise deterministic processes
    • D. Vermes. Optimal control of piecewise deterministic processes. Stochastics, 14: 165-207, 1985.
    • (1985) Stochastics , vol.14 , pp. 165-207
    • Vermes, D.1
  • 16
    • 0011758412 scopus 로고
    • Probability Analysis in Applied Mathematics, A.T. Bharucha-Reid (Editor). Academic Press
    • W. M. Wonham. Random differential equations in control theory. Probability Analysis in Applied Mathematics, vol. 2, A. T. Bharucha-Reid (Editor). Academic Press, 1970.
    • (1970) Random differential equations in control theory , vol.2
    • Wonham, W.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.