Differential stability of solutions to convex, control constrained optimal control problems

DOI10.1007/BF01449030zbMath0561.49020OpenAlexW2082637521MaRDI QIDQ2266436

Kazimierz Malanowski

Publication date: 1984

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01449030

zbMATH Keywords

Lagrange multipliersdirectional differentiabilityconvex, control constrained optimal control

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Fréchet and Gateaux differentiability in optimization (49J50) Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24)

Related Items (10)

Differential sensitivity of solutions of convex constrained optimal control problems for discrete systems ⋮ White noise in atmospheric optics ⋮ Sensitivity of solutions to convex control constrained optimal control problems for distributed parameter systems ⋮ Stability and sensitivity of solutions to optimal control problems for systems with control appearing linearly ⋮ On the uniqueness and stability of an inverse problem in photo-acoustic tomography ⋮ Stability of elliptic optimal control problems ⋮ BOULIGAND DIFFERENTIABILITY OF SOLUTIONS TO PARAMETRIC OPTIMAL CONTROL PROBLEMS^* ⋮ Sensitivity analysis of optimization problems in Hilbert space with application to optimal control ⋮ Differential stability of solutions to constrained optimization problems ⋮ On differentiability with respect to parameter of solutions to convex optimal control problems subject to state space constraints

Cites Work

• On the optimal value function of optimal control problems
• Differential stability in infinite-dimensional nonlinear programming
• Differential stability in optimal control problems
• Contrôle dans les inéquations variationelles elliptiques
• Perturbations, approximations and sensitivity analysis of optimal control systems
• Lipschitz Continuity for Constrained Processes
• Strongly Regular Generalized Equations
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