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CDC
2010
IEEE

Construction of Lyapunov functions for piecewise-deterministic Markov processes

9 years 5 months ago
Construction of Lyapunov functions for piecewise-deterministic Markov processes
The purpose of this contribution is twofold: 1) to present for the first time a Lyapunov function that proves exponential ergodicity of a process studied by the authors in [1], where the problem of controlling the probability density of a swarm of robotic agents was solved; 2) to introduce alongside the method used to construct this Lyapunov function, which is of interest in its own since it may be applicable to a wide class of piecewise-deterministc Markov processes. Our method searches for the Lyapunov function that maximizes a measure of the rate of convergence that appears in the theory of large deviations. Analytical solutions are often possible as shown by examples.
Alexandre R. Mesquita, João Pedro Hespanha
Added 13 May 2011
Updated 13 May 2011
Type Journal
Year 2010
Where CDC
Authors Alexandre R. Mesquita, João Pedro Hespanha
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