Title :
On infinite-horizon probabilistic properties and stochastic bisimulation functions
Author :
Tkachev, Ilya ; Abate, Alessandro
Author_Institution :
Delft Center for Syst. & Control, Tech. Univ. Delft, Delft, Netherlands
Abstract :
This work investigates infinite-horizon properties over discrete-time stochastic models with continuous state spaces. The focus is on understanding how the structural features of a model (e.g., the presence of absorbing sets) affect the values of these properties and relate to their uniqueness. Furthermore, we argue that the investigation of these features can lead to approximation bounds for the value of such properties, as well as to improvements on their computation. The article employs the presented results to find a stochastic bisimulation function of two processes.
Keywords :
approximation theory; continuous systems; discrete time systems; infinite horizon; probability; stochastic systems; approximation bounds; continuous state spaces; discrete-time stochastic model; infinite-horizon probabilistic property; stochastic bisimulation function; Equations; Kernel; Markov processes; Mathematical model; Probabilistic logic; Probability;
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2011.6160617