DocumentCode
295201
Title
On the stability of Maslov optimization processes
Author
Del Moral, P.
Author_Institution
Lab. d´´Autom. et d´´Anal. des Syst., CNRS, Toulouse, France
Volume
2
fYear
1995
fDate
13-15 Dec 1995
Firstpage
1999
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.480641
Filename
480641
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