Deterministic Continuation of Stochastic Metastable Equilibria via Lyapunov Equations and Ellipsoids.
Christian KuehnPublished in: SIAM J. Sci. Comput. (2012)
Keyphrases
- stochastic optimization problems
- stochastic methods
- stability analysis
- game theoretic
- fixed point
- finite number
- monte carlo
- asymptotic stability
- game theory
- black box
- control theory
- stochastic domains
- dynamical systems
- sufficient conditions
- stochastic differential equations
- adaptive control
- games with incomplete information
- linear systems
- control law
- control scheme
- closed loop
- mathematical model
- numerical solution
- mobile robot
- monte carlo sampling
- polynomial equations
- differential equations
- class of nonlinear systems