Title :
Stationary policies for the second moment stability in a class of stochastic systems
Author :
Vargas, Alessandro N. ; Val, João B R do
Author_Institution :
UTFPR, Univ. Tecnol. Fed. do Parana, Cornelio Procópio, Brazil
Abstract :
This paper presents a study on the uniform second moment stability for a class of stochastic control system. The main result states that the existence of the long-run average cost under a stationary policy is equivalent to the uniform second moment stability of the corresponding stochastic control system. To illustrate the result, a numerical example is developed to verify the uniform second moment stability of a simultaneous state-feedback control system.
Keywords :
Markov processes; stability; state feedback; stochastic systems; long-run average cost; second moment stability; state feedback control system; stationary policies; stochastic control system; uniform second moment stability; Aerospace electronics; Asymptotic stability; Control systems; Numerical stability; Stability criteria; Stochastic systems; Tin; Markov processes; average cost problems; second moment stability; stochastic control;
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.2011.6161256
