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On the calculation of time-varying stability radii

✍ Scribed by Fabian Wirth

Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
150 KB
Volume
8
Category
Article
ISSN
1049-8923

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✦ Synopsis

The problem of calculating the maximal Lyapunov exponent (generalized spectral radius) of a discrete inclusion is formulated as an average yield optimal control problem. It is shown that the maximal value of this problem can be approximated by the maximal value of discounted optimal control problems, where for irreducible inclusions the convergence is linear in the discount rate. This result is used to obtain convergence rates of an algorithm for the calculation of time-varying stability radii.

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