On control of complex stochastic hybrid systems

摘要: This report deals with some fundamental issues in the control of complex stochastic hybrid systems.Let us start with a disclaimer. The report does not deal with any aspect of optimal control of stochastic hybrid systems, although there does exist a substantial body of knowledge about this topic. In particular we refer to the work by Davis on optimal control of Piecewise-Deterministic Markov processes [7], and the work by Ghosh and Arapostathis [11]. Instead our focus will be on structural issues in the control of stochastic hybrid systems which are strictly related to the complexity of the system, as well as to the delineation of some sort of limits of performance of the controlled complex system. Common theme will be to look at control as the addition of extra components to the complex system, that is, control by interconnection or, more precisely, control by composition since the nature of composition (and the related communication structure) is fundamental in complex hybrid systems, being stochastic or not.