Stochastic Hybrid Systems: A Powerful Framework for Complex, Large Scale Applications

Stochastic hybrid systems allow one to model the interaction between continuous dynamics, discrete dynamics and probabilistic uncertainty. Because of their versatility, stochastic hybrid systems have emerged as a powerful framework for capturing the intricacies of complex systems. Motivated by this, considerable research effort has been devoted to the development of modeling, analysis and control methods for stochastic hybrid systems. In this introductory paper to the special issue, we outline recent progress in this challenging research area and argue that synergies between methods developed by different communities in computer science, control engineering, and stochastic analysis should be exploited to allow progress in real life, large scale applications.