Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming
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basin of attractiondynamical systemLyapunov functionnumerical methodstabilitystochastic differential equation
Fields related with sums of squares (formally real fields, Pythagorean fields, etc.) (12D15) Stability theory for smooth dynamical systems (37C75) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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Cites work
- Advances in computational Lyapunov analysis using sum-of-squares programming
- Characterizing attraction probabilities via the stochastic Zubov equation
- Contributions to stability theory
- Fractional moments of solutions to stochastic recurrence equations
- scientific article; zbMATH DE number 1490041 (Why is no real title available?)
- Linear Matrix Inequalities in System and Control Theory
- Linear quadratic regulation of systems with stochastic parameter uncertainties
- Lyapunov-Like Techniques for Stochastic Stability
- Polynomial optimization with applications to stability analysis and control -- alternatives to sum of squares
- Review on computational methods for Lyapunov functions
- Stability analysis and stabilization of stochastic linear impulsive, switched and sampled-data systems under dwell-time constraints
- Stability and positive supermartingales
- Stochastic differential equations. An introduction with applications.
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
- The statistics of the fractional moments: is there any chance to ``read quantitatively any randomness?
- Uniform denominators in Hilbert's seventeenth problem
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
Cited in
(7)- Probabilistic basin of attraction and its estimation using two Lyapunov functions
- Review on contraction analysis and computation of contraction metrics
- Convex computation of maximal Lyapunov exponents
- Lyapunov Functions for Linear Stochastic Differential Equations: BMI Formulation of the Conditions
- The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem
- Piecewise quadratic Lyapunov functions for stochastic differential equations by linear programming
- Initial application of SONC to Lyapunov stability of dynamical systems
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