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Stochastic hybrid systems are driven by random processes and have states that can both flow continuously and jump instantaneously. Many classes of stochastic hybrid systems, with different modeling strengths, have been considered in the literature. In this tutorial paper we first consider perhaps the simplest class of stochastic hybrid systems: those that admit unique solutions and that do not permit...
We present a novel algorithm designed to achieve robust convergence to Nash equilibria in non-cooperative games, where players are not required to participate in the game for all time, neither to know the exact mathematical form of their cost function. In this algorithm each player employs stochastic probing dynamics that only require measurements of its own cost function, together with a dynamic...
For a class of stochastic hybrid systems, we characterize the sets to which bounded solutions converge. We show that each sample path converges to a weakly totally recurrent in probability set. This characterization is often tighter than the usual assertion that a solution converges to a weakly invariant set. Consequently, the results here can be viewed as a generalization of the invariance principle,...
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