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Second order conditions in stability analysis for state constrained optimal control
Subtitle:Raport Badawczy = Research Report ; RB/33/2006
Creator: Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:8 pages ; 21 cm ; Bibliography p. 7-8
Type of object: Subject and Keywords:Optymalizacja parametryczna ; Nonlinear odes ; State constraints ; Second order sufficient conditions ; Lipschitz stability of the solutions ; Parametric optimal control ; Optymalna kontrola parametryczna
Abstract:The paper presents an outline of the stability results, for state-constrained optimal control problems, recently obtained in [8-10]. The pricipal novelty of the results is a weakening of the second order sufficient optimality conditions, under which the solutions and the Lagrange multipliers are locally Lipschitz continuous functions of the parameter. The conditions are weakened by taking into account strongly active state constraints.
Relation:Raport Badawczy = Research Report
Resource type: Detailed Resource Type: Source: Language: Language of abstract: 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
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