Asymptotic properties of hybrid diffusion systems
Asymptotic properties of hybrid diffusion systems
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DOI：
10.1137/060649343
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发表时间：
2007-01-01
影响因子：
2.2
通讯作者：
Yin, G.
中科院分区：
文献类型：
--
作者：
Zhu, C.;Yin, G.
针对混杂系统日益增长的控制和优化需求，本文研究了混杂系统的递归(在文献中也称为弱随机稳定性)和区域切换扩散的遍历性等渐近性质。利用Liapunov函数，给出了正常返性的充要条件。然后，利用相关的离散时间马氏链构造循环，得到了正常返区切换扩散的遍历性。
In response to the increasing needs for control and optimization of hybrid systems, this work is concerned with such asymptotic properties as recurrence (also known as weak stochastic stability in the literature) and ergodicity of regime-switching diffusions. Using Liapunov functions, necessary and sufficient conditions for positive recurrence are developed. Then, ergodicity of positive recurrent regime-switching diffusions is obtained by constructing cycles using the associated discretetime Markov chains.