Stochastic Hybrid Models: an Overview
نویسندگان
چکیده
An overview of Stochastic Hybrid Models developed in the literature is presented. Attention is concentrated on three classes of models: Piecewise Deterministic Markov Processes, Switching Diffusion Processes and Stochastic Hybrid Systems. The descriptive power of the three classes is compared and conditions under which the classes coincide are developed. The theoretical analysis is motivated by modelling problems in Air Traffic Management. Copyright, 2003, IFAC
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