Lyapunov Exponent of Rank-One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution

DOI10.1137/19M1264072zbMath1451.93408arXiv1905.07531WikidataQ114074249 ScholiaQ114074249MaRDI QIDQ5217944

Pablo A. Parrilo, Jason M. Altschuler

Publication date: 26 February 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.07531

zbMATH Keywords

asymptotic stabilityLyapunov exponenthardness of approximationstochastic linear dynamical system

Mathematics Subject Classification ID

Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

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