Optimal control problem for the Lyapunov exponents of random matrix products
From MaRDI portal
Publication:1584024
DOI10.1023/A:1004661918667zbMath0969.93045MaRDI QIDQ1584024
Publication date: 9 May 2001
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Lyapunov exponents; random dynamical system; random matrix products; decision models; controlled Markov process; stationary policy; optimal problem
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
93E20: Optimal stochastic control
93E15: Stochastic stability in control theory
34D08: Characteristic and Lyapunov exponents of ordinary differential equations
37H15: Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents
Related Items
Cites Work