Discrete-time approximation of multivariable continuous-time systems

1987 ◽  
Vol 134 (3) ◽  
pp. 211 ◽  
Author(s):  
L. Caralp ◽  
G. Defaye
Keyword(s):  
Discrete Time ◽  
Continuous Time ◽  
Time Approximation ◽  
Continuous Time Systems ◽  
Discrete Time Approximation ◽  
Time Systems

Discrete-time approximationsfor continuous-time Markoviancontrol systems

1984 ◽  
Vol 16 (1) ◽  
pp. 15-16
Author(s):  
A. Hordijk ◽  
F. A. Van Der Duyn Schouten
Keyword(s):  
Decision Theory ◽  
Discrete Time ◽  
Continuous Time ◽  
Time System ◽  
Time Approximation ◽  
Discrete Time Systems ◽  
Discrete Time Approximation ◽  
And Control ◽  
Time Systems ◽  
Continuous Time System

The method of discrete-time approximation is widespread in control and decision theory. However, little attention has been paid to the conditions on parameters and control under which the discrete-time systems come close to the continuous-time system.

scholarly journals Analysis and comparison of the stability of discrete-time and continuous-time linear systems

2016 ◽  
Vol 26 (4) ◽  
pp. 551-563
Author(s):  
Tadeusz Kaczorek
Keyword(s):  
Asymptotic Stability ◽  
Discrete Time ◽  
Continuous Time ◽  
Asymptotically Stable ◽  
Discrete Time Systems ◽  
Continuous Time Systems ◽  
The Matrix ◽  
Discretization Step ◽  
Time Systems ◽  
Time Linear

Abstract The asymptotic stability of discrete-time and continuous-time linear systems described by the equations xi+1 = Ākxi and x(t) = Akx(t) for k being integers and rational numbers is addressed. Necessary and sufficient conditions for the asymptotic stability of the systems are established. It is shown that: 1) the asymptotic stability of discrete-time systems depends only on the modules of the eigenvalues of matrix Āk and of the continuous-time systems depends only on phases of the eigenvalues of the matrix Ak, 2) the discrete-time systems are asymptotically stable for all admissible values of the discretization step if and only if the continuous-time systems are asymptotically stable, 3) the upper bound of the discretization step depends on the eigenvalues of the matrix A.

Continuous-time allocation indices and their discrete-time approximation

1986 ◽  
Vol 18 (03) ◽  
pp. 724-746
Author(s):  
W. J. R. Eplett
Keyword(s):  
Markov Processes ◽  
Discrete Time ◽  
Time Allocation ◽  
Optimal Policy ◽  
Continuous Time ◽  
Bandit Problems ◽  
Time Approximation ◽  
Discrete Time Approximation ◽  
Strong Markov

The theory of allocation indices for defining the optimal policy in multi-armed bandit problems developed by Gittins is presented in the continuous-time case where the projects (or ‘arms’) are strong Markov processes. Complications peculiar to the continuous-time case are discussed. This motivates investigation of whether approximation of the continuous-time problems by discrete-time versions provides a valid technique with convergent allocation indices and optimal expected rewards. Conditions are presented under which the convergence holds.

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