Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains.

Xiaoyue Li Rui Wang George Yin

Published in: Syst. Control. Lett. (2019)

Keyphrases

markov chain
stationary distribution
steady state
monte carlo
markov processes
finite state
stochastic process
markov process
random walk
transition probabilities
markov model
state space
upper bound
monte carlo simulation
monte carlo method
assemble to order systems