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On Eigenvalue Sets and Convergence Rate of Itô Stochastic Systems With Markovian Switching.
Zhao-Yan Li
Bin Zhou
Yong Wang
Guang-Ren Duan
Published in:
IEEE Trans. Autom. Control. (2011)
Keyphrases
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sample size
convergence rate
stochastic systems
confidence intervals
step size
convergence speed
learning rate
stochastic models
primal dual
upper bound
global convergence
least squares
convergence analysis
steady state
linear programming
multi objective
policy iteration
sample path