Improved sensitivity relations in state constrained optimal control

DOI10.1007/S00245-014-9260-6zbMath1317.49035OpenAlexW2015660194MaRDI QIDQ2348620

Piernicola Bettiol, Hélène Frankowska, Richard B. Vinter

Publication date: 15 June 2015

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

Full work available at URL: http://hdl.handle.net/10044/1/40470

zbMATH Keywords

optimal controlstate constraintsdifferential inclusionssensitivity relations

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Ordinary differential inclusions (34A60) Optimality conditions for problems involving relations other than differential equations (49K21)

Related Items (13)

Second-Order Sensitivity Relations and Regularity of the Value Function for Mayer's Problem in Optimal Control ⋮ Value function, relaxation, and transversality conditions in infinite horizon optimal control ⋮ \(L^{\infty }\) estimates on trajectories confined to a closed subset, for control systems with bounded time variation ⋮ Multifunctions of bounded variation ⋮ Relationship between the maximum principle and dynamic programming for minimax problems ⋮ On the Set of Points of Smoothness for the Value Function of Affine Optimal Control Problems ⋮ Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints ⋮ Necessary conditions for infinite horizon optimal control problems with state constraints ⋮ Viability of an open set for stochastic control systems ⋮ A differential game with exit costs ⋮ Linear estimates for trajectories of state-constrained differential inclusions and normality conditions in optimal control ⋮ Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints ⋮ Sensitivity relations for the Mayer problem with differential inclusions

Cites Work

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• On relations of the adjoint state to the value function for optimal control problems with state constraints
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• Sensitivity Interpretations of the Costate Variable for Optimal Control Problems with State Constraints
• The Relationship between the Maximum Principle and Dynamic Programming
• Clarke's tangent cones and the boundaries of closed sets in Rn
• Some Characterizations of Optimal Trajectories in Control Theory
• Variational Analysis
• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
• Set-valued analysis
• Optimal control

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