Sensitivity analysis for generalized linear-quadratic problems

DOI10.1007/BF02192198zbMath0857.49026OpenAlexW1988429046MaRDI 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 analysisdirectional derivativegeneralized linear-quadratic problemsparametrized minimax problems

Mathematics Subject Classification ID

Existence of solutions for minimax problems (49J35) Linear-quadratic optimal control problems (49N10) Numerical methods in optimal control (49M99)

Related Items (3)

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

Cites Work

• Unnamed Item
• Some topological properties of the solution sets of parametrized minimax problems
• Computational schemes for large-scale problems in extended linear- quadratic programming
• On the continuity of the minimum set of a continuous function
• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• Directional derivative of a minimax function
• Some continuity properties of polyhedral multifunctions
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
• Perturbation Analysis of a Condition Number for Linear Systems
• Linear-Quadratic Programming and Optimal Control
• Convex Analysis

This page was built for publication: Sensitivity analysis for generalized linear-quadratic problems