Paper Info
Title
Stochastic difference inclusions: Results on recurrence and asymptotic stability in probability.
Abstract
Stability theory for stochastic difference inclusions is discussed. We summarize a framework for stochastic difference inclusions that has been introduced recently and for which a variety of new stability theory results have been obtained. In particular, we study recurrence and global asymptotic stability in probability. For these properties, we review new results on robustness, converse Lyapunov theorems, and Matrosov-function-based sufficient conditions. We also discuss input-to-state stability in probability. Examples are used to illustrate the framework and results.
Year
DOI
Venue
2012
10.1109/CDC.2012.6425860
CDC
Keywords
Field
DocType
Lyapunov methods,asymptotic stability,discrete time systems,probability,robust control,stochastic systems,Matrosov-function-based sufficient condition,converse Lyapunov theorem,discrete-time stochastic system,global asymptotic stability,input-to-state stability,probability,recurrence,robustness,stability theory,stochastic difference inclusion framework
Converse,Lyapunov function,Lyapunov equation,Mathematical optimization,Control theory,Robustness (computer science),Exponential stability,Robust control,Mathematics,Stability theory
Conference
ISSN
Citations 
PageRank 
0743-1546
4
0.51
References 
Authors
4
3
Name
Order
Citations
PageRank
Andrew R. Teel12847248.90
João Pedro Hespanha214018.62
Anantharaman Subbaraman3485.21