Analysis of averages over distributions of Markov processes

DOI10.1016/J.AUTOMATICA.2018.09.016MaRDI QIDQ1716623zbMATH OpenOpenAlexFDO

Authors Patricio E. Valenzuela, Cristian R. Rojas, Håkan Hjalmarsson

Publication date 5 February 2019

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2018.09.016

zbMATH Keywords

input designMarkov chainssystem identification

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Design techniques (robust design, computer-aided design, etc.) (93B51) Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

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Cites work

• A convex analytic approach to Markov decision processes
• A graph theoretical approach to input design for identification of nonlinear dynamical models
• Convergence analysis of parametric identification methods
• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 1348599 (Why is no real title available?)
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Lyapunov Measure for Almost Everywhere Stability
• Markov chains and stochastic stability
• Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
• Nonlinear Stabilization via Control Lyapunov Measure

Cited in

(1)

• Averaging along a Markov chain

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