Title :
On the stability of Maslov optimization processes
Author_Institution :
Lab. d´´Autom. et d´´Anal. des Syst., CNRS, Toulouse, France
Abstract :
This paper examines the stability of nonlinear systems involving optimization variables. The approach develops some natural Liapunov functions for the study of optimization processes in the same way as stochastic Liapunov functions for Markov stochastic processes. More precisely, an optimization Liapunov function is defined as a suitable function of the state of an optimization process in the sense of Maslov (1986, 1987) which possesses the corresponding (max,+)-supermartingale property
Keywords :
Lyapunov methods; nonlinear systems; optimisation; stability; (max,+)-supermartingale property; Markov stochastic processes; Maslov optimization process stability; natural Lyapunov functions; nonlinear systems; optimization Lyapunov function; Density measurement; Ethics; Extraterrestrial measurements; Q measurement; Stability; Stochastic processes;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.480641
