Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints
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Publication:5423151
state constraintsLipschitz stabilitylinear-quadratic optimal controlparametric problemssecond order sufficient conditionsdirectional differentiability of the solutions
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
(22)- Sensitivity results in stochastic optimal control: a Lagrangian perspective
- Second-order conditions in stability analysis for state constrained optimal control
- An example for computational sensitivity analysis of state constrained control problems
- Families of linear-quadratic problems: Continuity properties
- Upper semicontinuity of the solution map to a parametric elliptic optimal control problem
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- On Hölder calmness and Hölder well-posedness for optimal control problems
- Sufficient optimality conditions in stability analysis for state-constrained optimal control
- Stability Analysis for Nonlinear Optimal Control Problems Subject to State Constraints
- Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control
- Painlevé-Kuratowski convergences of solutions to nonlinear multiobjective optimal control problems
- Stability and sensitivity analysis for optimal control problems with a first-order state constraint and application to continuation methods
- Sensitivity analysis and the adjoint update strategy for an optimal control problem with mixed control-state constraints
- Linear-quadratic control problems with \(\mathbf{L}^{\mathbf{1}}\)-control cost
- Stability and sensitivity analysis for optimal control problems with control-state constraints
- Sensitivity analysis of the value function for infinite dimensional optimal control problems and its relation to Riccati equations
- Dependence of solutions to terminal linear-quadratic optimal control problems on the initial state vector
- Multilevel optimization problems with linear differential-algebraic equations
- scientific article; zbMATH DE number 5586326 (Why is no real title available?)
- Mini-workshop: Analysis of data-driven optimal control. Abstracts from the mini-workshop held May 9--15, 2021 (hybrid meeting)
- Upper semicontinuity of the solution map to a parametric boundary optimal control problem with unbounded constraint sets
- On the semicontinuity of the solution map to a parametric boundary control problem
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