Lipschitz continuity of the value function in mixed-integer optimal control problems

DOI10.1007/s00498-016-0183-4zbMath1439.49047arXiv1612.04639OpenAlexW2565744376WikidataQ56527291 ScholiaQ56527291MaRDI QIDQ525051

Falk M. Hante, Martin Gugat

Publication date: 28 April 2017

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.04639

zbMATH Keywords

sensitivityparametric optimizationLipschitz continuityoptimal value functionparametric optimal controlmixed-integer optimal control problemsparametric switching control

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40)

Related Items (5)

Time-domain decomposition for mixed-integer optimal control problems ⋮ Numerical solution of two-dimensional variable-order fractional optimal control problem by generalized polynomial basis ⋮ A viscosity solution approach to regularity properties of the optimal value function ⋮ Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints ⋮ Mixed-Integer Optimal Control for PDEs: Relaxation via Differential Inclusions and Applications to Gas Network Optimization

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