Paper Info
Title
On Stochastic Stability of a Class of non-Markovian Processes and Applications in Quantization.
Abstract
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper investigates stochastic stability properties of a class of non-Markovian processes, where the existence of a stationary measure, asymptotic mean stationarity, and ergodicity conditions are studied. Applications in feedback quantization and stochastic control are presented.
Year
DOI
Venue
2017
10.1137/140984154
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Keywords
Field
DocType
stochastic stability,non-Markovian processes,ergodicity,stochastic control,feedback quantization
Mathematical optimization,Ergodicity,Markov process,Stochastic stability,Stationary ergodic process,Continuous-time stochastic process,Quantization (signal processing),Mathematics,Stochastic control
Journal
Volume
Issue
ISSN
55
2
0363-0129
Citations 
PageRank 
References 
3
0.40
5
Authors
1
Name
Order
Citations
PageRank
Serdar Yüksel145753.31