论文标题
带有分段恒定类型状态依赖性切换的混合系统的刻薄性和稳定性
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
论文作者
论文摘要
为了处理具有一般状态依赖性切换的随机混合系统,我们通过一系列具有分段常数切换的随机混合系统提出了一种近似方法。根据过渡速率矩阵之间的差异,估算了Wasserstein距离中的收敛速率。我们的方法是基于Skorokhod的跳跃过程的代表定理的精心构造耦合过程的结构。此外,我们建立了有关具有分段恒定类型开关的随机混合系统的刻度和稳定性的明确标准。举例说明了这些标准的清晰度。
To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein distance is estimated in terms of the difference between transition rate matrices. Our method is based on an elaborate construction of coupling processes in terms of Skorokhod's representation theorem for jumping processes. Moreover, we establish explicit criteria on the ergodicity and stability for stochastic hybrid systems with piecewise constant type switching. Some examples are given to illustrate the sharpness of these criteria.