Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints
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Publication:5423151
directional differentiability of the solutionslinear-quadratic optimal controlLipschitz stabilityparametric problemssecond order sufficient conditionsstate constraints
Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Sensitivity, stability, well-posedness (49K40) Linear-quadratic optimal control problems (49N10)
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Cites work
- A Survey of the Maximum Principles for Optimal Control Problems with State Constraints
- How to differentiate the projection on a convex set in Hilbert space. Some applications to variational inequalities
- Lipschitz Continuity for Constrained Processes
- Lipschitzian Stability for State Constrained Nonlinear Optimal Control
- On Normality of Lagrange Multipliers for State Constrained Optimal Control Problems
- Second-order sufficient conditions for state-constrained optimal control problems
- Stability and sensitivity of solutions to nonlinear optimal control problems
- Strongly Regular Generalized Equations
- Sufficient optimality conditions in stability analysis for state-constrained optimal control
Cited in
(24)- Sensitivity analysis for generalized linear-quadratic problems
- Upper semicontinuity of the solution map to a parametric elliptic optimal control problem
- Second-order conditions in stability analysis for state constrained optimal control
- Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control
- Sufficient optimality conditions in stability analysis for state-constrained optimal control
- Upper semicontinuity of the solution map to a parametric boundary optimal control problem with unbounded constraint sets
- Mini-workshop: Analysis of data-driven optimal control. Abstracts from the mini-workshop held May 9--15, 2021 (hybrid meeting)
- An example for computational sensitivity analysis of state constrained control problems
- Stability and sensitivity analysis for optimal control problems with control-state constraints
- Sensitivity results in stochastic optimal control: a Lagrangian perspective
- On the semicontinuity of the solution map to a parametric boundary control problem
- Linear-quadratic control problems with \(\mathbf{L}^{\mathbf{1}}\)-control cost
- Stability Analysis for Nonlinear Optimal Control Problems Subject to State Constraints
- Stability and sensitivity analysis for optimal control problems with a first-order state constraint and application to continuation methods
- Families of linear-quadratic problems: Continuity properties
- scientific article; zbMATH DE number 4124465 (Why is no real title available?)
- Sensitivity analysis of the value function for infinite dimensional optimal control problems and its relation to Riccati equations
- On Hölder calmness and Hölder well-posedness for optimal control problems
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- Dependence of solutions to terminal linear-quadratic optimal control problems on the initial state vector
- Painlevé-Kuratowski convergences of solutions to nonlinear multiobjective optimal control problems
- Multilevel optimization problems with linear differential-algebraic equations
- Primal-dual adaptive dynamic programming for finite-horizon optimal control of nonlinear systems with isoperimetric constraints
- Sensitivity analysis and the adjoint update strategy for an optimal control problem with mixed control-state constraints
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