Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints (Q5423151)

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scientific article; zbMATH DE number 5203362
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Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints
scientific article; zbMATH DE number 5203362

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    Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints (English)
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    22 October 2007
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    linear-quadratic optimal control
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    state constraints
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    parametric problems
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    second order sufficient conditions
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    Lipschitz stability
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    directional differentiability of the solutions
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