Stability of differential inclusions: A computational approach

Abstract

We present a technique for analysis of asymptotic stability for a class of differential inclusions. This technique is based on the Lyapunov-type theorems. The construction of the Lyapunov functions for differential inclusions is reduced to an auxiliary problem of mathematical programming, namely, to the problem of searching saddle points of a suitable function. The computational approach to the auxiliary problem contains a gradient-type algorithm for saddle-point problems. We also extend our main results to systems described by difference inclusions. The obtained numerical schemes are applied to some illustrative examples.