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Stochastic approximations of hybrid systems
Proceedings of the 2005, American Control Conference, 2005.
This paper introduces a method for approximating the dynamics of deterministic hybrid systems. Within this setting, we shall consider jump conditions that are characterized by spacial guards. After defining proper penalty functions along these deterministic guards, corresponding probabilistic intensities are introduced and the deterministic dynamics are approximated by the stochastic evolution of a continuous-time Markov process. We will illustrate how the definition of the stochastic barriersdoi:10.1109/acc.2005.1470189 fatcat:v44jvfgnm5euhe2a4ofpmljq54