Skip to main content
Log in

Global stabilization in nonlinear discrete systems with time-delay

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

A class of scalar nonlinear difference equations with delay is considered. Sufficient conditions for the global asymptotic stability of a unique equilibrium are given. Applications in economics and other fields lead to consideration of associated optimal control problems. An optimal control problem of maximizing a consumption functional is stated. The existence of optimal solutions is established and their stability (the turnpike property) is proved.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Braverman, E., Liz, E.: Global stabilization of periodic orbits using a proportional feedback control with pulses. Nonlinear Dyn. (in press). Online first at: http://dx.doi.org/10.1007/s11071-011-0160-x

  2. Chinchuluun A., Pardalos P.M., Enkhbat R., Tseveendorj I.: Optimization and Optimal Control, pp. 510. Springer, New York, NY (2010)

    Book  Google Scholar 

  3. Collet P., Eckmann J.-P.: Iterated Maps on the Interval as Dynamical Systems. Birkhäuser, Boston, MA (1980)

    Google Scholar 

  4. Cooke K.L., Ivanov A.F.: On the discretization of a delay differential equation. J. Differ. Equ. Appl. 6, 105–119 (2000)

    Article  Google Scholar 

  5. Creedy, J., Martin, V.L. (eds.) Chaos and Non-linear Models in Economics. Theory and Applications. p. 228. Aldershot, E. Elgar Pub. (1994)

  6. de Melo W., van Strien S.: One-dimensional dynamics. Ergebnisse der Mathematik und ihrer Grenzgebiete 3 [Results in Mathematics and Related Areas 3] 25. Springer, Berlin, 1993, 605 pp

  7. El-Morshedy H., Liz E.: Globally attracting fixed points in higher order discrete population models. J. Math. Biol. 53, 365–384 (2006)

    Article  Google Scholar 

  8. Gandolfo G.: Economic Dynamics, pp. 610. Springer, New York, NY (1996)

    Google Scholar 

  9. Goodwin R.M.: Chaotic Economic Dynamics, pp. 137. Oxford University Press, New York, NY (1990)

    Book  Google Scholar 

  10. Hirsch M.J., Commander C., Pardalos P.M., Murphey R.: Optimization and Cooperative Control Strategies. Lecture Notes in Control and Information Sciences, vol. 381, pp. 462. Springer, Berlin (2009)

    Book  Google Scholar 

  11. Ivanov, A.F., Sharkovsky, A.N.: Oscillations in singularly perturbed delay equations. In: Jones, C.K.R.T., Kirchghaber, U., Walther H.-O. (eds). Dynamics Reported, New Series, vol. 1, pp. 164–224. (1991)

  12. Ivanov, A.F., Swishchuk, A.V.: Optimal control of stochastic differential delay equations with application in economics. In: International Journal of Qualitative Theory of Differential Equations and Applications, vol. 2, pp. 201–213. (2008)

  13. Khan M.A., Piazza A.: An overview of turnpike theorey: towards the discounted deterministic case. Adv. Math. Econ. 14, 39–67 (2011)

    Article  Google Scholar 

  14. Kuang Y.: Delay Differential Equations with Applications in Population Dynamics. Series: Mathematics in Science and Engineering, vol. 191, pp. 398. Academic Press, Boston, MA (2003)

    Google Scholar 

  15. Mamedov M.A., Pehlivan S.: Statistical cluster points and turnpike theorem in nonconvex problems. J. Math. Anal. Appl. 256, 686–693 (2001)

    Article  Google Scholar 

  16. Mamedov, M.A.: Asymptotical stability of optimal paths in nonconvex problems. In: Pearce C., Hunt, E. (eds.) Optimization: Structure and Applications, Springer, Series Optimization and Its Applications, vol. 32, pp. 95–134 (2009)

  17. Mamedov M.A.: Turnpike theorem for continuous-time control systems when optimal stationary point is not unique. Abstr. Appl. Anal. 11, 631–650 (2003)

    Article  Google Scholar 

  18. Mammadov M.A., Ivanov A.F.: Asymptotical stability of trajectories in optimal control problems with time delay. In: Barsoum, N., Vasant, P., Habash, R. (‘) Proceedings of the Third Global Conference on Power Control and Optimization, pp. 2–4. Gold Coast, Australia (2010)

    Google Scholar 

  19. Mammadov, M.A.: Turnpike Theory: stability of optimal trajectories, In: Floudas, C.A., Pardalos, P.M. (eds.) Encyclopedia of Optimization, 2nd edn, vol. XXXIV, p. 4626. (2009) ISBN: 978-0-387-74758-3

  20. Pardalos P.M., Yatsenko V.: Optimization and Control of Bilinear Systems. Springer, Series Optimization and Its Applications, vol. 11, pp. 374 (2008)

    Book  Google Scholar 

  21. Pehlivan S., Mamedov M.A.: Statistical cluster points and turnpike. Optimization 48, 93–106 (2000)

    Article  Google Scholar 

  22. Tkachenko V., Trofimchuk S.: Global stability in difference equations satisfying the generalized Yorke condition. J. Math. Anal. Appl. 303, 173–187 (2005)

    Article  Google Scholar 

  23. Sharkovsky, A.N., Kolyada, S.F., Sivak, A.G., Fedorenko, V.V.: Dynamics of One-Dimensional Maps. Ser.: Mathematics and Its Application, vol. 407, p. 261 (1997)

  24. Zaslavski A.J.: Turnpike Properties in the Calculus of Variations and Optimal Control. Series: Nonconvex Optimization and Its Applications, vol. 80(XXII), p. 396. (2005)

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Musa A. Mammadov.

Additional information

Anatoli Ivanov was supported in part by CONICYT (Chile), project MEC 801100006. S. Trofimchuk was partially supported by FONDECYT (Chile), project 1110309.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ivanov, A.F., Mammadov, M.A. & Trofimchuk, S.I. Global stabilization in nonlinear discrete systems with time-delay. J Glob Optim 56, 251–263 (2013). https://doi.org/10.1007/s10898-012-9862-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-012-9862-y

Keywords

Mathematics Subject Classification (2000)

Navigation