Absorption in Time-Varying Markov Chains: Graph-Based Conditions

@article{Yazcolu2020AbsorptionIT,
  title={Absorption in Time-Varying Markov Chains: Graph-Based Conditions},
  author={Yasin Yazıcıoğlu},
  journal={IEEE Control Systems Letters},
  year={2020},
  volume={5},
  pages={1127-1132}
}
We investigate absorption, i.e., almost sure convergence to an absorbing state, in time-varying (non-homogeneous) discrete-time Markov chains with finite state space. We consider systems that can switch among a finite set of transition matrices, which we call the modes. Our analysis is focused on two properties: 1) almost sure convergence to an absorbing state under any switching, and 2) almost sure convergence to a desired set of absorbing states via a proper switching policy. We derive… 

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