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Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints
Subtitle:Raport Badawczy = Research Report ; RB/3/2005
Creator: Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:15 stron ; 21 cm ; Bibliografia s. 15
Type of object: Subject and Keywords:Parametric problems ; Second order sufficient conditions ; Linear-quadratic optimal control ; Optymalne sterowanie liniowo-kwadratowe ; Optymalne sterowanie ; Regulator liniowo-kwadratowy
Abstract:A family of parametric linear-quadratic optimal control problems is considered. The problems are subject to state constraints. The conditions are derived, under which the KKT points are locally Lipschitz continuous and directionally differentiable functions of the parameter. These conditions consist of constraint qualifications and weakened coercivity conditions
Relation:Raport Badawczy = Research Report
Resource type: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
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Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
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