Optimum Lyapunov functions
type: Item
instance of: scholarly article
title: Optimum Lyapunov functions
zbMATH Open document ID: 0819.93064
DOI: 10.1007/BF01973947
author: Yanyan Li
published in: Dynamics and Control
publication date: 1995-05-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93D05
Mathematics Subject Classification ID: 91A05
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 93D30
zbMATH DE Number: 749760
zbMATH Keywords: Lyapunov function
zbMATH Keywords: linear autonomous
zbMATH Keywords: optimization problems
reviewed by: A. L. Dontchev
MaRDI profile type: Publication
cites work: Q4167020
cites work: Q3035879
cites work: Theory of games and economic behavior.
cites work: Q3254327
cites work: Algebraic criterion for stochastic stability of linear systems with parametric action of the white noise type
description: scientific article; zbMATH DE number 749760