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Optimizing the stable behavior of parameter-dependent dynamical systems --- maximal domains of attraction, minimal absorption times

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  • We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the infinite-state deterministic system by a finite-state non-deterministic one --- a Markov jump process. The key properties of the method are that it does not use any trajectory simulation, and that the parameters and objective function are in a simple (and except for a system of linear equations) explicit relationship.
    Mathematics Subject Classification: Primary: 34D23, 31C20; Secondary: 37C75, 60J27, 37M99.

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