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Finite-time implications of relaxation times for stochastically monotone processes

โœ Scribed by David J. Aldous


Publisher
Springer
Year
1988
Tongue
English
Weight
387 KB
Volume
77
Category
Article
ISSN
1432-2064

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Finite dimensional Markov process approx
โœ Jian-Qiao Sun ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 217 KB

This paper presents a method of finite dimensional Markov process (FDMP) approximation for stochastic dynamical systems with time delay. The FDMP method preserves the standard state space format of the system, and allows us to apply all the existing methods and theories for analysis and control of s