Optimizing the stable behavior of parameter-dependent dynamical systems - maximal domains of attraction, minimal absorption times

Details Optimizing the stable behavior of parameter-dependent dynamical systems - maximal domains of attraction, minimal absorption times Optimizing the stable behavior of parameter-dependent dynamical systems - maximal domains of attraction, minimal absorption times

2011-11-02

arxiv.org/abs/1111.0495v1

Mathematics

Optimization and Control

Scientific paper

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the infinite-state deterministic system by a finite-state non-deterministic one - a Markov jump process. The key properties of the method are that it does not use any trajectory simulation, and that the parameters and objective function are in a simple (and except for a system of linear equations) explicit relationship.

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