Computation of the Lyapunov Spectrum

L. Grüne: Computation of the Lyapunov Spectrum
in: F. Colonius, W. Kliemann, The Dynamics of Control, Appendix D, Birkhäuser, 2000, 569 - 596



In this Appendix we provide all the necessary tools for the computation of the Lyapunov spectrum of bilinear control systems. This starts from the description of the Lyapunov spectrum by means of an averaged optimal control problem, continues with the approximation of such problems by discounted optimal control problems and ends with the presentation of an adaptive algorithm solving the corresponding Hamilton-Jacobi-Bellman equation.

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