Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints

DOI10.1080/02331930701421061zbMath1139.49022OpenAlexW2003670861MaRDI QIDQ5423151

Kazimierz Malanowski

Publication date: 22 October 2007

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930701421061

zbMATH Keywords

state constraintslinear-quadratic optimal controlLipschitz stabilityparametric problemssecond order sufficient conditionsdirectional differentiability of the solutions

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

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Cites Work

• How to differentiate the projection on a convex set in Hilbert space. Some applications to variational inequalities
• Second-order sufficient conditions for state-constrained optimal control problems
• Stability and sensitivity of solutions to nonlinear optimal control problems
• Sufficient optimality conditions in stability analysis for state-constrained optimal control
• Lipschitz Continuity for Constrained Processes
• Strongly Regular Generalized Equations
• Lipschitzian Stability for State Constrained Nonlinear Optimal Control
• On Normality of Lagrange Multipliers for State Constrained Optimal Control Problems
• A Survey of the Maximum Principles for Optimal Control Problems with State Constraints

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