Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space.
Oswaldo L. V. CostaDanilo Zucolli FigueiredoPublished in: IEEE Trans. Autom. Control. (2014)
Keyphrases
- markov chain
- linear systems
- markov processes
- stochastic process
- monte carlo
- finite state
- steady state
- monte carlo method
- markov process
- state space
- transition probabilities
- stationary distribution
- monte carlo simulation
- markov model
- random walk
- state transition
- dynamical systems
- transition matrix
- sufficient conditions
- special case
- markov decision processes
- search space
- sparse linear systems