Stochastic stability and drift criteria for Markov chains in networked control

Serdar Yüksel, Tamer Başar

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

This chapter presents an overview of the theory of Markov chains and drift criteria to establish stochastic stability of Markov chains. Random-time state-dependent stochastic drift criteria are presented together with a class of application areas in networked control systems. Criteria for transience and other forms of stochastic stability are presented.

Original languageEnglish (US)
Title of host publicationSystems and Control
Subtitle of host publicationFoundations and Applications
PublisherBirkhäuser
Pages179-188
Number of pages10
Edition9781461470847
DOIs
StatePublished - 2013
Externally publishedYes

Publication series

NameSystems and Control: Foundations and Applications
Number9781461470847
ISSN (Print)2324-9749
ISSN (Electronic)2324-9757

Keywords

  • Ergodic theorem
  • Invariant probability measure
  • Markov chain
  • Network control system
  • Stochastic stability

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Computer Science Applications
  • Control and Optimization
  • Computational Mathematics

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