On the stability of weakly observable Markov jump linear systems with bounded long run average cost.

Brenno G. Barbosa Eduardo F. Costa

Published in: ACC (2012)

Keyphrases

linear systems
markov chain
sufficient conditions
dynamical systems
coefficient matrix
sparse linear systems
optimal policy
real time
cost function
long run average cost
bayesian networks
state space
steady state
asymptotically optimal
stationary distribution