Appendix E: Stochastic Stability
Published in Game Theory with Engineering Applications • Mar 11, 2016
NobleIDNI4P44W99R85S85
Authors:
Dario Bauso
Abstract
This appendix provides some of the foundations of stochastic stability theory. It is based on [162]. We first extend to stochastic systems the definitions of Lyapunov stability given in Appendix C for deterministic systems. Then, we introduce some basic results on stability.
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