Title :
On ergodic properties of degenerate hybrid stochastic control systems
Author :
Anulova, Svetlana ; Veretennikov, Alexander
Author_Institution :
Inst. for Control Sci., Russian Acad. of Sci., Moscow, Russia
Abstract :
For switching diffusion systems with a homogeneous closed-loop control we establish existence and uniqueness of solution of the equation, and rate of convergence to the stationary regime, as well as mixing rate.
Keywords :
closed loop systems; stochastic systems; convergence rate; degenerate hybrid stochastic control system; ergodic property; homogeneous closed-loop control; switching diffusion systems; Density measurement; Markov processes; Mathematical model; Roads; Suspensions; Switches; Yttrium;
Conference_Titel :
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
978-1-4244-7745-6
DOI :
10.1109/CDC.2010.5717412
