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Approximation of the viability kernel

Saint-Pierre, Patrick (1994), Approximation of the viability kernel, Applied Mathematics and Optimization, 29, 2, p. 187-209. http://dx.doi.org/10.1007/BF01204182

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Type
Article accepté pour publication ou publié
Date
1994
Journal name
Applied Mathematics and Optimization
Volume
29
Number
2
Publisher
Springer
Pages
187-209
Publication identifier
http://dx.doi.org/10.1007/BF01204182
Metadata
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Author(s)
Saint-Pierre, Patrick
Abstract (EN)
We study recursive inclusionsx n+1 ε G(x n ). For instance, such systems appear for discrete finite-difference inclusionsx n+1 εG ρ (x n) whereG ρ :=1+ρF. The discrete viability kernel ofG ρ , i.e., the largest discrete viability domain, can be an internal approximation of the viability kernel ofK underF. We study discrete and finite dynamical systems. In the Lipschitz case we get a generalization to differential inclusions of the Euler and Runge-Kutta methods. We prove first that the viability kernel ofK underF can be approached by a sequence of discrete viability kernels associated withx n+1 εГ ρ (xn) whereГ ρ (x) =x + ρF(x) + (ML/2) ρ 2ℬ. Secondly, we show that it can be approached by finite viability kernels associated withx h n+1 ε (Г ρ (x h n+1 ) +α(hℬ) ∩X h .
Subjects / Keywords
Viability kernel; Differential inclusions; Numerical set-valued analysis

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