Eine Bemerkung zu einem Satz von W. Hahn aus der Stabilitätstheorie linearer Systeme.
We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.
We analyze stability for switched systems which are composed of both continuous-time and discrete-time subsystems. By considering a Lie algebra generated by all subsystem matrices, we show that if all subsystems are Hurwitz/Schur stable and this Lie algebra is solvable, then there is a common quadratic Lyapunov function for all subsystems and thus the switched system is exponentially stable under arbitrary switching. When not all subsystems are stable and the same Lie algebra is solvable, we show...