Title :
Existence of solutions to the Poisson equation in Lp spaces
Author :
Hernandez-Lerma, O. ; Lasserre, Jean B.
Author_Institution :
CINVESTAV-IPN, Mexico City, Mexico
Abstract :
This paper presents two approaches to the problem of existence of solutions to the Poisson equation (PE) for a (Markov) transition probability. The first approach is an extension of the successive approximations algorithm of stochastic control theory. The second one is an algebraic approach based on the generalized Farkas theorem and it gives necessary and sufficient conditions for the existence of solutions to the PE in Lp spaces
Keywords :
Banach spaces; approximation theory; probability; state-space methods; stochastic processes; stochastic systems; Banach Lp spaces; Poisson equation; generalized Farkas theorem; necessary condition; stochastic control; successive approximations; sufficient condition; transition probability; Control theory; Ear; Extraterrestrial measurements; Poisson equations; State-space methods; Stochastic processes; Sufficient conditions; Vectors;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.577443
