Asymptotic Behavior of Stochastic Systems Possessing Markovian Realizations

DOI10.1137/0329031MaRDI QIDQ5203450zbMATH OpenOpenAlexFDO

Authors Peter E. Caines, Sean P. Meyn

Publication date 1991

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

Full work available at URL https://escholarship.mcgill.ca/concern/theses/cv43nx675

zbMATH Keywords

accessibilitycontrollabilityergodic behaviorMarkovian stochastic systems

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Controllability (93B05) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

Recommendations

• Publication:4735109
• Ergodic Theorems for Discrete Time Stochastic Systems Using a Stochastic Lyapunov Function
• On the steady state behaviour of stochastic systems
• scientific article; zbMATH DE number 3939234
• Stochastic controllability of linear systems with Markovian jumps

Cited in

(9)

• On stationarity and ergodicity of the bilinear model with applications to GARCH models
• Ergodicity conditions for nonlinear discrete time stochastic dynamical systems with Markovian noise
• scientific article; zbMATH DE number 5577556 (Why is no real title available?)
• Existence of invariant densities for semiflows with jumps
• Econometric analysis of volatility component models
• Prescribing transient and asymptotic behaviour to deterministic systems with stochastic initial conditions
• Chance-constrained controller state and reference governor
• Global linear convergence of evolution strategies with recombination on scaling-invariant functions
• Verifiable conditions for the irreducibility and aperiodicity of Markov chains by analyzing underlying deterministic models

This page was built for publication: Asymptotic Behavior of Stochastic Systems Possessing Markovian Realizations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5203450)