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Modeling and Analysis of Stochastic Hybrid Systems

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Executive Summary

The author describes a model for Stochastic Hybrid Systems (SHSs) where transitions between discrete modes are triggered by stochastic events. The rate at which these transitions occur is allowed to depend both on the continuous and the discrete states of the SHS. Several examples of SHSs arising from a varied pool of application areas are discussed. These include modeling of the Transmission Control Protocol's (TCP) algorithm for congestion control both for long-lived and on-off flows; state-estimation for networked control systems; and the stochastic modeling of chemical reactions. These examples illustrate the use of SHSs as a modeling tool.

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