Optimally shaping the stationary distribution of a constrained discrete time stochastic linear system via disturbance compensation.
Alessandro FalsoneLuca DeoriDaniele IoliSimone GarattiMaria PrandiniPublished in: CDC (2017)
Keyphrases
- stationary distribution
- markov chain
- state dependent
- stochastic process
- markov process
- loss probability
- product form
- steady state
- random walk
- transition probabilities
- finite state
- queueing networks
- initial state
- sufficient conditions
- markov model
- queueing model
- state space
- service times
- learning algorithm
- control strategy