Improved sensitivity relations in state constrained optimal control

DOI10.1007/S00245-014-9260-6MaRDI QIDQ2348620zbMATH OpenOpenAlexFDO

Authors Piernicola Bettiol, Hélène Frankowska, Richard B. Vinter

Publication date 15 June 2015

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10044/1/40470

zbMATH Keywords

differential inclusionsoptimal controlstate constraintssensitivity relations

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Optimality conditions for problems involving relations other than differential equations (49K21) Sensitivity, stability, well-posedness (49K40)

Recommendations

• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• Sensitivity interpretations of the costate function of optimal control
• On relations of the adjoint state to the value function for optimal control problems with state constraints
• Sensitivity relations for the Mayer problem with differential inclusions
• Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints

Cites work

• scientific article; zbMATH DE number 1113627 (Why is no real title available?)
• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
• A general theorem on necessary conditions in optimal control
• Clarke's tangent cones and the boundaries of closed sets in Rn
• Degenerate optimal control problems with state constraints
• Filippov's and Filippov-Ważewski's theorems on closed domains
• New results on the relationship between dynamic programming and the maximum principle
• On relations of the adjoint state to the value function for optimal control problems with state constraints
• Optimal control
• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• Set-valued analysis
• Some Characterizations of Optimal Trajectories in Control Theory
• The Relationship between the Maximum Principle and Dynamic Programming
• Variational Analysis
• \(L^{\infty }\) estimates on trajectories confined to a closed subset

Cited in

(15)

• Necessary conditions for infinite horizon optimal control problems with state constraints
• Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
• Linear estimates for trajectories of state-constrained differential inclusions and normality conditions in optimal control
• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• \(L^{\infty }\) estimates on trajectories confined to a closed subset, for control systems with bounded time variation
• Sensitivity relations for the Mayer problem with differential inclusions
• Value function, relaxation, and transversality conditions in infinite horizon optimal control
• On relations of the adjoint state to the value function for optimal control problems with state constraints
• Relationship between the maximum principle and dynamic programming for minimax problems
• Multifunctions of bounded variation
• Viability of an open set for stochastic control systems
• A differential game with exit costs
• On the set of points of smoothness for the value function of affine optimal control problems
• Second-order sensitivity relations and regularity of the value function for Mayer's problem in optimal control
• Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints

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