Title:

A characterization of stability and sensitivity properties for state-constrained optimal control

Subtitle:

Raport Badawczy = Research Report ; RB/35/2006

Creator:

Malanowski, Kazimierz : Autor

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2006

Description:

12 pages ; 21 cm ; Bibliography p. 11-12

Type of object:

Book/Chapter

Subject and Keywords:

Optimal control ; Nonlinear odes ; State constraints ; Parametric problems ; Stability and sensitivity analysis ; Analiza wrażliwości ; Optymalna kontrola ; Problemy parametryczne ; Analiza stabilności i wrażliwości ; Nieliniowe równanie różniczkowe zwyczajne ; Analiza stabilności

Abstract:

In a series of the recent papers of the author, it was shown that, the solutions and Lagrange multipliers of state-constrained optimal control problems are locally Lip­schitz continuous and directionally differentiable functions of the parameter, under usual constraint qualifications and weakened second order conditions. In this paper, it is shown that those condi­tions are not only sufficient, but also necessary. Thus, they constitute a characterization of Lipschitz stability and sensitivity properties for state-constrained optimal control problems.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2006-35

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open