Stability and Convergence of Euler's Method for State-Constrained Differential Inclusions
نویسندگان
چکیده
A discrete stability theorem for set-valued Euler’s method with state constraints is proven. This theorem is combined with known stability results for differential inclusions with so-called smooth state constraints. As a consequence, order of convergence equal to 1 is proven for set-valued Euler’s method, applied to state-constrained differential inclusions.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 18 شماره
صفحات -
تاریخ انتشار 2007