Sensitivity interpretations of the costate function of optimal control

DOI10.1093/IMAMCI/10.1.21zbMath1095.49507OpenAlexW1986532205MaRDI QIDQ4276131

H. R. Babad, Richard B. Vinter

Publication date: 1993

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/10.1.21

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Fréchet and Gateaux differentiability in optimization (49J50) Optimality conditions for problems involving ordinary differential equations (49K15)

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