Sensitivity analysis for discrete optimal control problems

DOI10.1007/s00186-005-0029-1zbMath1134.49018OpenAlexW2072302373MaRDI QIDQ2474559

Boban Marinković

Publication date: 6 March 2008

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-005-0029-1

zbMATH Keywords

Regularity

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31) Discrete-time control/observation systems (93C55)

Related Items (8)

On the theory of necessary optimality conditions in discrete systems ⋮ Optimality Conditions in Discrete Optimal Control Problems with State Constraints ⋮ First and second order necessary optimality conditions for a discrete-time optimal control problem with a vector-valued objective function ⋮ Differential stability of discrete optimal control problems with possibly nondifferentiable costs ⋮ Second-order optimality conditions in a discrete optimal control problem ⋮ Optimality conditions for discrete calculus of variations problems ⋮ Optimality conditions for discrete optimal control problems ⋮ On necessary optimality conditions in discrete control systems

Cites Work

• Abnormal equality-constrained optimization problems: sensitivity theory
• Second Order Sufficiency Criteria for a Discrete Optimal Control Problem
• Sensitivity analysis for nonlinear programming using penalty methods
• Unnamed Item

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