Stability and Convergence of Euler's Method for State-Constrained Differential Inclusions

DOI10.1137/060661867zbMath1262.34021MaRDI QIDQ3519418

Robert Baier, Ilyes Aïssa Chahma, Frank Lempio

Publication date: 14 August 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d392372ad549e2278cb1b89e22f76c975cf82608

zbMATH Keywords

Filippov theorem; differential inclusions with state constraints; set-valued Euler's method; stability and convergence of discrete approximations

Mathematics Subject Classification ID

34A45: Theoretical approximation of solutions to ordinary differential equations

34A60: Ordinary differential inclusions

65L20: Stability and convergence of numerical methods for ordinary differential equations

49J15: Existence theories for optimal control problems involving ordinary differential equations

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