Approximations to Differential Inclusions by Discrete Inclusions

Veliov, V.M. (1989). Approximations to Differential Inclusions by Discrete Inclusions. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-89-017

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Abstract

This report is devoted to second order discrete approximations to differential inclusions. The approximations are of the form of discrete inclusions with right-hand sides, which are explicitly described for some classes of differential inclusions. In the cases of linear differential inclusions or of differential inclusions with strongly convex right-hand sides, the approximating discrete inclusions are analogs of certain second order Runge-Kutta schemes.

The approach can serve as a tool for numerical treatment of uncertain dynamical system and optimal control problems.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Methodology of Decision Analysis (MDA)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:00
Last Modified: 27 Aug 2021 17:13
URI: https://pure.iiasa.ac.at/3327

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