A note on stochastic dissipativeness

Borkar, Vivek S. ; Mitter, Sanjoy K. (2003) A note on stochastic dissipativeness Lecture Notes in Control and Information Sciences,, 286 . pp. 41-49. ISSN 0170-8643

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Official URL: http://www.springerlink.com/content/rq9u1ttedlapt4...

Related URL: http://dx.doi.org/10.1007/3-540-36106-5_4


In this paper we present a stochastic version of Willems'ideas on Dissipativity and generalize the dissipation inequality to Markov Diffusion Processes. We show the relevance of these ideas by examining the problem of Ergodic Control of partially observed diffusions.

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ID Code:5349
Deposited On:18 Oct 2010 08:53
Last Modified:16 May 2016 15:52

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