• DocumentCode
    38401
  • Title

    A Matrosov Theorem for Adversarial Markov Decision Processes

  • Author

    Teel, A.R.

  • Author_Institution
    Electr. & Comput. Eng. Dept., Univ. of California, Santa Barbara, Santa Barbara, CA, USA
  • Volume
    58
  • Issue
    8
  • fYear
    2013
  • fDate
    Aug. 2013
  • Firstpage
    2142
  • Lastpage
    2148
  • Abstract
    Matrosov´s relaxation of Lyapunov conditions for uniform global asymptotic stability in time-varying systems is extended to stochastic, set-valued discrete-time systems. Nested Matrosov functions are used to give conditions for stability that complement invariance principles for time-invariant systems. Unlike invariance principles, Matrosov functions also can be applied to general time-varying systems.
  • Keywords
    Lyapunov methods; Markov processes; asymptotic stability; differential equations; stochastic systems; time-varying systems; Lyapunov conditions; Matrosov theorem; adversarial Markov decision processes; differential equations; discrete-time systems; global asymptotic stability; nested Matrosov functions; stochastic systems; time-varying systems; Asymptotic stability; Computers; Decentralized control; Linear systems; Lyapunov methods; Markov processes; Time-varying systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2013.2250073
  • Filename
    6509412
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=38401