Electrical Engineering Department
In the theory of ordinary differential equations (ODEs), Lyapunov functions are scalar functions that may be used to prove the stability of an equilibrium of an ODE. Named after the Russian mathematician Aleksandr Mikhailovich Lyapunov, Lyapunov functions are important to stability theory and control theory. A similar concept appears in the theory of general state space Markov Chains, usually under the name Foster-Lyapunov functions.
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