Title:

Stability and sensitivity analysis for state-constrained optimal control problems

Subtitle:

Raport Badawczy = Research Report ; RB/34/2006

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:

64 pages ; 21 cm ; Bibliography p. 61-64

Type of object:

Book/Chapter

Subject and Keywords:

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

Abstract:

There is considered a family of optimal control problems (0)h with smooth data, subject to state constraints of the first order. The problems depend on a func­tional parameter h. It is shown that if certain constraint qualifications and weakened second-order sufficient optimality conditions are satisfied at the reference point, then the solutions and Lagrange multipliers are locally unique and they are Lipschitz con­tinuous and directionally differentiable functions of the parameter.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2006-34

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