Convex Necessary and Sufficient Conditions for Density Safety Constraints in Markov Chain Synthesis.
Behçet AçikmeseNazli DemirMatthew W. HarrisPublished in: IEEE Trans. Autom. Control. (2015)
Keyphrases
- sufficient conditions
- markov chain
- stationary distribution
- steady state
- transition probabilities
- finite state
- monte carlo method
- monte carlo
- markov model
- semidefinite
- state space
- random walk
- transition matrix
- monte carlo simulation
- asymptotic stability
- exponential stability
- lyapunov function
- optimal policy
- convex optimization
- support vector
- markov decision processes
- input output
- search algorithm