On Stochastic Stability of a Class of non-Markovian Processes and Applications in Quantization

DOI10.1137/140984154zbMath1365.60033arXiv1612.06988OpenAlexW2561272573MaRDI QIDQ5346493

Serdar Yüksel

Publication date: 24 May 2017

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.06988

zbMATH Keywords

stochastic controlergodicitystochastic stabilitystationaritynon-Markovian processesfeedback quantization

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic stability in control theory (93E15) Continuous-time Markov processes on discrete state spaces (60J27) Source coding (94A29)

Related Items (2)

A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control ⋮ Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit

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