Optimum Lyapunov functions (Q1842541)
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scientific article; zbMATH DE number 749760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimum Lyapunov functions |
scientific article; zbMATH DE number 749760 |
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Optimum Lyapunov functions (English)
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1 May 1995
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This is an interesting paper in the spirit of the Russian school in stability theory which considers the problem of finding an ``optimal'' Lyapunov function for a linear autonomous differential equation. Various optimality criteria are formulated and finding the corresponding Lyapunov functions is reduced to optimization problems: a two-person game or a primal-dual pair of linear programs. The method applies to discrete and stochastic systems as well.
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Lyapunov function
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linear autonomous
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optimization problems
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