Title:

Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints

Subtitle:

Raport Badawczy = Research Report ; RB/3/2005

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:

2005

Description:

15 pages ; 21 cm ; Bibliography p. 15

Type of object:

Book/Chapter

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:

Text

Detailed Resource Type:

Report

Source:

RB-2005-03

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