Lipschitz Continuity for Constrained Processes

constrained processes convex optimal control problem convex programming Lipschitz continuity regularity regularity of the optimal solution vector optimization

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Controllability (93B05)

Cited in

(89)

Second-order analysis for optimal control problems with pure state constraints and mixed control-state constraints
Differential sensitivity of solutions of convex constrained optimal control problems for discrete systems
Sensitivity of solutions to convex control constrained optimal control problems for distributed parameter systems
Dual techniques for constrained optimization
Stability and sensitivity of solutions to optimal control problems for systems with control appearing linearly
State constrained control problems for parabolic systems: Regularity of optimal solutions
Efficient estimates of the solutions of perturbed control problems
On upper semicontinuity of global minima in constrained optimization problems
Distribution sensitivity in stochastic programming
Sensitivity analysis of solutions to optimization problems in Hilbert spaces with applications to optimal control and estimation
The Lagrange-Newton method for nonlinear optimal control problems
A new approach to Lipschitz continuity in state constrained optimal control
Regularity properties of optimal controls with application to discrete approximation
On condition number theorems in mathematical programming
Robust control barrier functions for constrained stabilization of nonlinear systems
On a few questions regarding the study of state-constrained problems in optimal control
Second-order sufficient conditions for state-constrained optimal control problems
Stability of solutions to control constrained nonlinear optimal control problems
Sensitivity to estimation errors in mean-variance models
The Lagrange-Newton method for state constrained optimal control problems
Stability and sensitivity of solutions to nonlinear optimal control problems
On bilevel programming. I: General nonlinear cases
Sensitivity analysis for parametric control problems with control-state constraints
Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints
Application of interior-point methods to model predictive control
Safe-by-design control for Euler-Lagrange systems
Safety control of a class of fully actuated systems subject to uncertain actuation dynamics
Extremes of vector-valued Gaussian processes
Regular path-constrained time-optimal control problems in three-dimensional flow fields
Differential stability of solutions to convex, control constrained optimal control problems
On parametric nonlinear programming
A survey on regularity conditions for state-constrained optimal control problems and the non-degenerate maximum principle
C\(^{1,1}\)-smoothness of constrained solutions in the calculus of variations with application to mean field games
Convergence analysis of the implicit Euler-discretization and sufficient conditions for optimal control problems subject to index-one differential-algebraic equations
Regularized robust optimization: the optimal portfolio execution case
Infinite dimensional generalized Jacobian: properties and calculus rules
Hölder continuity of adjoint states and optimal controls for state constrained problems
Second-order conditions in stability analysis for state constrained optimal control
Regularity properties of optimal controls for problems with time-varying state and control constraints
Sensitivity and stability analysis for nonlinear programming
On some properties of the shortest curve in a compound domain
Bilevel optimal control problems with pure state constraints and finite-dimensional lower level
Feasible direction method for bilevel programming problem
On some continuity properties of the measure Lagrange multiplier from the maximum principle for state constrained problems
Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints
On the numerical solution of a class of Stackelberg problems
Stability and sensitivity analysis for optimal control problems with a first-order state constraint and application to continuation methods
On the continuity of the minima for a family of constrained optimization problems^∗
Differentiability with respect to parameters of solutions to convex programming problems
On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity
On second-order sufficient optimality conditions for c ^1,1-optimization problems
On linearization and continuous selections of functions
scientific article; zbMATH DE number 4105704 (Why is no real title available?)
Continuous selections of linear functions and nonsmooth critical point theory
Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization
The Euler approximation in state constrained optimal control
The generalized jacobian of the optimal solution in parametric optimization
Convergence rate for a Gauss collocation method applied to constrained optimal control
Exponentially accurate temporal decomposition for long-horizon linear-quadratic dynamic optimization
On Some Open Problems in Optimal Control
On Normality of Lagrange Multipliers for State Constrained Optimal Control Problems
Qualitative aspects of the local approximation of a piecewise differentiable function
GeneralizedPC¹-functions
Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints
A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
Generalized desirability functions: a structural and topological analysis of desirability functions
Convergence analysis for approximations of optimal control problems subject to higher index differential-algebraic equations and mixed control-state constraints
Direct search algorithm for bilevel programming problems
Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints
On the regularity of optimal controls for a class of problems with state constraints
Stability of elliptic optimal control problems
Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
Simultaneous ruin probability for multivariate Gaussian risk model
Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space
Optimal control of state constrained integral equations
On continuous selections of polynomial functions
On stability of minimizers in convex programming
Static anti-windup with shifted equilibria applied to a segway-like vehicle
The Levenberg-Marquardt method: an overview of modern convergence theories and more
Globalizing convergence of piecewise Newton methods
Secure stabilization of nonlinear switched system via practical asynchronous event-triggered control
Continuous safety-critical control of Euler-Lagrange systems subject to multiple obstacles and velocity constraints
Globalization of convergence of the constrained piecewise Levenberg–Marquardt method
Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
A general perturbed Newtonian framework and critical solutions of nonlinear equations
Title not available (Why is no real title available?)
Perturbation bounds for the linear least squares problem subject to linear inequality constraints
On differentiability with respect to parameter of solutions to convex optimal control problems subject to state space constraints
Homotopy algorithm for optimal control problems with a second-order state constraint

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