Robust Stability of Interval Matrices: a Stochastic Approach

  • B. T. Polyak
Conference paper
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 458)

Abstract

The problem of checking robust stability of interval matrices has been proved to be NP-hard. However a closely related problem can be effectively solved in the framework of the stochastic approach [1]. Moreover the deterministic interval robust stability radius happens to be very conservative for large dimensions from the probabilistic point of view.

Keywords

Robustness stability interval matrices random matrices probabilistic approach 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1998

Authors and Affiliations

  • B. T. Polyak
    • 1
  1. 1.Institute for Control ScienceMoscowRussia

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