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

Abstract

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 nondeterministic 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.