A Matrosov Theorem for Adversarial Markov Decision Processes

被引：25

作者：

Teel, Andrew R. ^{[1
]}

机构：

[1] Univ Calif Santa Barbara, Dept Elect & Comp Engn, Santa Barbara, CA 93106 USA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2013年 / 58卷 / 08期

基金：

美国国家科学基金会;

关键词：

ASYMPTOTIC STABILITY;

D O I：

10.1109/TAC.2013.2250073

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Matrosov's relaxation of Lyapunov conditions for uniform global asymptotic stability in time-varying systems is extended to stochastic, set-valued discrete-time systems. Nested Matrosov functions are used to give conditions for stability that complement invariance principles for time-invariant systems. Unlike invariance principles, Matrosov functions also can be applied to general time-varying systems.

引用

页码：2142 / 2148

页数：8

共 50 条

[21] MARKOV PROCESSES AND H-THEOREM
MORIMOTO, T
JOURNAL OF THE PHYSICAL SOCIETY OF JAPAN, 1963, 18 (03) : 328 - &
[22] Central limit theorem for Markov processes
Landim, C
FROM CLASSICAL TO MODERN PROBABILITY, 2003, 54 : 145 - 205
[23] A Metrized Duality Theorem for Markov Processes
Kozen, Dexter
Mardare, Radu
Panangaden, Prakash
ELECTRONIC NOTES IN THEORETICAL COMPUTER SCIENCE, 2014, 308 : 211 - 227
[24] A THEOREM CONCERNING RECTIFIABLE MARKOV PROCESSES
MANDL, P
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1970, 15 (03): : 180 - &
[25] ERGODIC THEOREM FOR MARKOV-PROCESSES
GILLERT, H
MATHEMATISCHE NACHRICHTEN, 1975, 67 : 109 - 117
[26] Online Markov Decision Processes
Even-Dar, Eyal
Kakade, Sham M.
Mansour, Yishay
MATHEMATICS OF OPERATIONS RESEARCH, 2009, 34 (03) : 726 - 736
[27] MARKOV DECISION-PROCESSES
SCHAL, M
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 17 (01) : 13 - 13
[28] A review on Markov Decision Processes
J. A. Filar and LIU Ke Centre for Industrial and Applicable Mathematics
Institute of Applied Mathematics
Chinese Science Bulletin, 1999, (07) : 672 - 672
[29] On constrained Markov decision processes
Haviv, M
OPERATIONS RESEARCH LETTERS, 1996, 19 (01) : 25 - 28
[30] MARKOV DECISION-PROCESSES
WHITE, CC
WHITE, DJ
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1989, 39 (01) : 1 - 16

← 1 2 3 4 5 →