Topics in perturbation analysis for Stochastic Hybrid Systems

Control and optimization of Stochastic Hybrid Systems (SHS) constitute increasingly active fields of research. However, the size and complexity of SHS frequently render the use of exhaustive verification techniques prohibitive. In this context, Perturbation Analysis techniques, and in particular Infinitesimal Perturbation Analysis (IPA), have proven to be particularly useful for this class of systems. This work focuses on applying IPA to two different problems: Traffic Light Control (TLC) and control of cancer progression, both of which are viewed as dynamic optimization problems in an SHS environment.;The first part of this thesis addresses the TLC problem for a single intersection modeled as a SHS. A quasi-dynamic control policy is proposed based on partial state information defined by detecting whether vehicle backlogs are above or below certain controllable threshold values. At first, the threshold parameters are controlled while assuming fixed cycle lengths and online gradient estimates of a cost metric with respect to these controllable parameters are derived using IPA techniques. These estimators are subsequently used to iteratively adjust the threshold values so as to improve overall system performance. This quasi-dynamic analysis of the TLC problem is subsequently extended to parameterize the control policy by green and red cycle lengths as well as queue content thresholds. IPA estimators necessary to simultaneously control the light cycles and thresholds are rederived and thereafter incorporated into a standard gradient based scheme in order to further ameliorate system performance.;In the second part of this thesis, the problem of controlling cancer progression is formulated within a Stochastic Hybrid Automaton (SHA) framework. Leveraging the fact that cell-biologic changes necessary for cancer development may be schematized as a series of discrete steps, an integrative closed-loop framework is proposed for describing the progressive development of cancer and determining optimal personalized therapies. First, the problem of cancer heterogeneity is addressed through a novel Mixed Integer Linear Programming (MILP) formulation that integrates somatic mutation and gene expression data to infer the temporal sequence of events from cross-sectional data. This formulation is tested using both simulated data and real breast cancer data with matched somatic mutation and gene expression measurements from The Cancer Genome Atlas (TCGA). Second, the use of basic IPA techniques for optimal personalized cancer therapy design is introduced and a methodology applicable to stochastic models of cancer progression is developed. A case study of optimal therapy design for advanced prostate cancer is performed. Given the importance of accurate modeling in conjunction with optimal therapy design, an ensuing analysis is performed in which sensitivity estimates with respect to several model parameters are evaluated and critical parameters are identified. Finally, the tradeoff between system optimality and robustness (or, equivalently, fragility) is explored so as to generate valuable insights on modeling and control of cancer progression.