DocumentCode
2257324
Title
On hybrid diffusions
Author
Zhu, C. ; Yin, G.
Author_Institution
Dept. of Math. Sci., Univ. of Wisconsin-Milwaukee, Milwaukee, WI, USA
fYear
2008
fDate
9-11 Dec. 2008
Firstpage
1507
Lastpage
1512
Abstract
For the pressing needs in control and optimization using hybrid systems, this work focuses on weak stochastic stability and ergodicity of regime-switching diffusions. Using Liapunov functions, we derive necessary and sufficient conditions for weak stability. Then, ergodicity of weakly stable regime-switching diffusions is obtained by constructing cycles using the associated discrete-time Markov chains.
Keywords
Lyapunov methods; Markov processes; discrete time systems; stochastic systems; Liapunov functions; discrete-time Markov chains; hybrid diffusions; hybrid systems; regime-switching diffusion ergodicity; weak stochastic stability; Control systems; Filtration; Optimal control; Partial differential equations; Pressing; Stability; Stochastic processes; Stochastic systems; Sufficient conditions; Time measurement; Liapunov function; Switching diffusion; ergodicity; positive recurrence; weak stochastic stability;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2008. CDC 2008. 47th IEEE Conference on
Conference_Location
Cancun
ISSN
0191-2216
Print_ISBN
978-1-4244-3123-6
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2008.4739497
Filename
4739497
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