On ergodic properties of degenerate hybrid stochastic control systems | IEEE Conference Publication | IEEE Xplore

On ergodic properties of degenerate hybrid stochastic control systems


Abstract:

For switching diffusion systems with a homogeneous closed-loop control we establish existence and uniqueness of solution of the equation, and rate of convergence to the s...Show More

Abstract:

For switching diffusion systems with a homogeneous closed-loop control we establish existence and uniqueness of solution of the equation, and rate of convergence to the stationary regime, as well as mixing rate.
Date of Conference: 15-17 December 2010
Date Added to IEEE Xplore: 22 February 2011
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Conference Location: Atlanta, GA, USA

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