Sensitivity interpretations of the costate function of optimal control

DOI10.1093/IMAMCI/10.1.21MaRDI QIDQ4276131zbMATH OpenOpenAlexFDO

Authors H. R. Babad, Richard B. Vinter

Publication date 1993

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/10.1.21

Mathematics Subject Classification ID

Fréchet and Gateaux differentiability in optimization (49J50) Nonsmooth analysis (49J52) Optimality conditions for problems involving ordinary differential equations (49K15)

Recommendations

• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• On sensitivity in optimal control problems
• scientific article; zbMATH DE number 4212877
• Parameter sensitivity in stochastic optimal control^∗
• scientific article; zbMATH DE number 3914177
• Sensitivity results in stochastic optimal control: a Lagrangian perspective
• The Value Function in Optimal Control: Sensitivity, Controllability, and Time-Optimality
• Sensitivity analysis of hyperbolic optimal control problems
• scientific article; zbMATH DE number 4106706
• Sensitivity analysis of multi-objective optimal control problems

Cited in

(4)

• Improved sensitivity relations in state constrained optimal control
• On sensitivity in optimal control problems
• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• Sensitivity relations for the Mayer problem with differential inclusions

This page was built for publication: Sensitivity interpretations of the costate function of optimal control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4276131)