Improved sensitivity relations in state constrained optimal control
DOI10.1007/S00245-014-9260-6zbMATH Open1317.49035OpenAlexW2015660194MaRDI QIDQ2348620FDOQ2348620
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
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
Ordinary differential inclusions (34A60) Optimality conditions for problems involving relations other than differential equations (49K21) Sensitivity, stability, well-posedness (49K40)
Cites Work
- Variational Analysis
- Filippov's and Filippov-Ważewski's theorems on closed domains
- On relations of the adjoint state to the value function for optimal control problems with state constraints
- Title not available (Why is that?)
- Set-valued analysis
- \(L^{\infty }\) estimates on trajectories confined to a closed subset
- Optimal control
- A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
- Clarke's tangent cones and the boundaries of closed sets in Rn
- A general theorem on necessary conditions in optimal control
- Degenerate optimal control problems with state constraints
- The Relationship between the Maximum Principle and Dynamic Programming
- Some Characterizations of Optimal Trajectories in Control Theory
- Sensitivity interpretations of the costate variable for optimal control problems with state constraints
- New results on the relationship between dynamic programming and the maximum principle
Cited In (15)
- Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
- Sensitivity interpretations of the costate variable for optimal control problems with state constraints
- Linear estimates for trajectories of state-constrained differential inclusions and normality conditions in optimal control
- \(L^{\infty }\) 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
- Necessary conditions for infinite horizon optimal control problems with state constraints
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