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.
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Polyak, B.T. (1998). Robust Stability of Interval Matrices: a Stochastic Approach. In: Marti, K., Kall, P. (eds) Stochastic Programming Methods and Technical Applications. Lecture Notes in Economics and Mathematical Systems, vol 458. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45767-8_12
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DOI: https://doi.org/10.1007/978-3-642-45767-8_12
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