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Nonlinear ℒ2-gain is a generalization of the well-known finite ℒ2-gain robust stability property for nonlinear systems. Computation of tight performance bounds associated with this nonlinear ℒ2-gain property is key to avoiding conservatism in its application, for example in small-gain based design. In previous work, a number of max-plus eigenvector methods have been proposed to facilitate this computation...
Numerical solution of a class of deterministic optimal stopping problems is considered via a max-plus approach. This max-plus approach is developed via the formalization of an iterative representation for the associated value functions, based on dynamic programming arguments. An implementation issue specific to optimal stopping problems is identified and discussed.
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