화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.58, No.8, 2142-2148, 2013
A Matrosov Theorem for Adversarial Markov Decision Processes
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.