Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space
نویسندگان
چکیده
منابع مشابه
Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel features of the models include the discrete component taking values in a countably infinite set, and the switching depending on the value of the continuous comp...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2016
ISSN: 0363-0129,1095-7138
DOI: 10.1137/16m1059357