Sensitivity analysis for generalized linear-quadratic problems
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Publication:1918287
DOI10.1007/BF02192198zbMath0857.49026MaRDI QIDQ1918287
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
sensitivity analysis; directional derivative; generalized linear-quadratic problems; parametrized minimax problems
49J35: Existence of solutions for minimax problems
49N10: Linear-quadratic optimal control problems
49M99: Numerical methods in optimal control
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