Sensitivity analysis for optimal control problems subject to higher order state constraints

Sensitivity analysis for optimal control problems subject to higher order state constraints

0.00 Avg rating0 Votes
Article ID: iaor20021316
Country: Netherlands
Volume: 101
Issue: 1
Start Page Number: 43
End Page Number: 73
Publication Date: Jan 2001
Journal: Annals of Operations Research
Authors: ,
Abstract:

A family of parameter dependent optimal control problems is considered. The problems are subject to higher-order inequality type state constraints. It is assumed that, at the reference value of the parameter, the solution exists and is regular. Regularity conditions are formulated under which the original problems are locally equivalent to some other problems subject to equality type constraints only. The classical implicit function theorem is applied to these new problems to investigate Fréchet differentiability of the stationarity points with respect to the parameter.

Reviews

Required fields are marked *. Your email address will not be published.