The extended linear complementarity problem and the modeling and analysis of hybrid systems

First we give a short description of the Extended Linear Complementarity Problem (ELCP), which is a mathematical programming problem. We briefly discuss how this problem can be used in the analysis of discrete event systems and continuous variable systems. Next we show that the ELCP can also be used to model and to analyze hybrid systems. More specifically, we consider a traffic-light-controlled intersection, which can be considered as a hybrid system. We construct a model that describes the evolution of the queue lengths in the various lanes (as continuous variables) as a function of time and we show that this leads to an ELCP. Furthermore, it can be shown that some problems in the analysis of another class of hybrid syst ems, the "complementary-slackness systems", also lead to an ELCP.