Asymptotic Behavior of Stochastic Systems Possessing Markovian Realizations

DOI10.1137/0329031zbMATH Open0725.60070OpenAlexW2003252114MaRDI QIDQ5203450FDOQ5203450

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

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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)

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
• Title not available (Why is that?)
• Econometric analysis of volatility component models
• Existence of invariant densities for semiflows with jumps
• 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

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