Differential stability of a class of convex optimal control problems

DOI10.1007/S00245-017-9475-4MaRDI QIDQ2301675zbMATH OpenOpenAlexFDO

Authors D. T. V. An, Jen-Chih Yao, Nguyen Dong Yen

Publication date 25 February 2020

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

Full work available at URL https://arxiv.org/abs/1707.03955

zbMATH Keywords

Sobolev spacesubdifferentiallinear ordinary differential equationoptimal value functionparametric mathematical programming problemsingular subdifferentialparametric constrained convex optimal control problem

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Existence theories for optimal control problems involving ordinary differential equations (49J15) Set-valued and variational analysis (49J53) Sensitivity, stability, well-posedness (49K40)

Abstract: A parametric constrained convex optimal control problem, where the initial state is perturbed and the linear state equation contains a noise, is considered in this paper. Formulas for computing the subdifferential and the singular subdifferential of the optimal value function at a given parameter are obtained by means of some recent results on differential stability in mathematical programming. The computation procedures and illustrative examples are presented.

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Cited in

(15)

• Differential stability of convex discrete optimal control problems
• Stability for parametric control problems of PDEs via generalized differentiation
• Time optimal control for a class of evolutionary equations with applications
• Differential stability of solutions to convex, control constrained optimal control problems
• Further results on subgradients of the value function to a parametric optimal control problem
• Sensitivity analysis of multi-objective optimal control problems
• Painlevé-Kuratowski convergences of solutions to nonlinear multiobjective optimal control problems
• Subdifferentials of optimal value functions under metric qualification conditions
• scientific article; zbMATH DE number 2112988 (Why is no real title available?)
• Differential stability of discrete optimal control problems with mixed contraints
• Differential stability of discrete optimal control problems with possibly nondifferentiable costs
• Shape stability of optimal control problems in coefficients for coupled system of Hammerstein type
• Stability analysis to parametric multiobjective optimal control problems
• Subdifferentials of marginal functions of parametric bang-bang control problems
• Differential stability properties of convex optimization and optimal control problems

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