arXiv · 2604.03415
Two-Timescale Asymptotic Simulations of Hybrid Inclusions with Applications to Stochastic Hybrid Optimization
Abstract
Convergence properties of model-free two-timescale asymptotic simulations of singularly perturbed hybrid inclusions are developed. A hybrid inclusion combines constrained differential and difference inclusions to capture continuous (flow) and discrete (jump) dynamics, respectively. Sufficient conditions are established under which sequences of iterates and step sizes constitute a two-timescale asymptotic simulation of such a system, with limiting behavior characterized via weakly invariant and internally chain-transitive sets of an associated boundary layer and reduced system. To illustrate the applicability of these results, conditions are given under which a two-timescale stochastic approximation of a hybrid optimization algorithm asymptotically recovers the behavior of its deterministic counterpart.
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Max F. Crisafulli, Andrew R. Teel. 2026-04-03. Two-Timescale Asymptotic Simulations of Hybrid Inclusions with Applications to Stochastic Hybrid Optimization. https://arxiv.org/abs/2604.03415
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