Sensitivity analysis for generalized linear-quadratic problems

DOI10.1007/BF02192198zbMath0857.49026MaRDI QIDQ1918287

P. Coutat, Alfred Auslender

Publication date: 12 March 1997

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02192198

zbMATH Keywords

sensitivity analysis; directional derivative; generalized linear-quadratic problems; parametrized minimax problems

Mathematics Subject Classification ID

49J35: Existence of solutions for minimax problems

49N10: Linear-quadratic optimal control problems

49M99: Numerical methods in optimal control

Related Items

Unnamed Item, On the optimal value function of a linearly perturbed quadratic program, Sufficient conditions for the stability of the karush- kuhn - tucker point set in quadratic programming

Cites Work

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