Optimal control problem for the Lyapunov exponents of random matrix products

DOI10.1023/A:1004661918667zbMath0969.93045MaRDI QIDQ1584024

Nguyen Huu Du

Publication date: 9 May 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Lyapunov exponentsrandom dynamical systemrandom matrix productsdecision modelscontrolled Markov processstationary policyoptimal problem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Related Items (1)

Optimization approach to the estimation and control of Lyapunov exponents

Cites Work

• Random matrix products and measures on projective spaces
• Stochastic stability and control
• The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin
• relations between the sample and moment lyapunov exponents

This page was built for publication: Optimal control problem for the Lyapunov exponents of random matrix products