The Sensitivity of Optimal Control Problems to Time Delay

DOI10.1137/0329063MaRDI QIDQ3978276zbMATH OpenOpenAlexFDO

Authors F. H. Clarke, P. R. Wolenski

Publication date 25 June 1992

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0329063

zbMATH Keywords

differential- difference equationDini derivativeslinear problem of Mayernonsmooth analysisoptimal controlperturbations in the delay termrenewable resource modellingsensitivitytime delay

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Sensitivity, stability, well-posedness (49K40) Economic growth models (91B62) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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(10)

• Qualitative properties of trajectories of control systems: a survey
• Regularity of solutions of retarded equations and application to sensitivity of linear quadratic controllers to small delays
• Multi-dimensional path-dependent forward-backward stochastic variational inequalities
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• Optimality conditions (in Pontryagin form)

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