DocumentCode :
3429557
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
fYear :
2011
fDate :
12-15 Dec. 2011
Firstpage :
526
Lastpage :
531
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;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
ISSN :
0743-1546
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
Type :
conf
DOI :
10.1109/CDC.2011.6160617
Filename :
6160617
Link To Document :
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