Differential sensitivity of solutions of convex constrained optimal control problems for discrete systems

DOI10.1007/BF00938948zbMath0596.49024OpenAlexW1965672710MaRDI QIDQ1078512

Kazimierz Malanowski

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938948

zbMATH Keywords

discrete systemsstate and control constraintscontinuous differentiabilityright-differentiable functions of a parameter

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Sensitivity, stability, well-posedness (49K40) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Discrete-time control/observation systems (93C55) Continuity and differentiation questions (26B05)

Related Items (4)

Differential stability of discrete optimal control problems with possibly nondifferentiable costs ⋮ Generalized differentiation of a class of normal cone operators and sensitivity of optimal control problems ⋮ The Mordukhovich coderivative and the local metric regularity of the solution map to a parametric discrete optimal control problem ⋮ The Lipschitz properties of the value function and the solution map to a parametric discrete optimal control problem

Cites Work

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