Sensitivity analysis for state constrained optimal control problems and changeable index

Sensitivity analysis for state constrained optimal control problems and changeable index

0.00 Avg rating0 Votes
Article ID: iaor20043707
Country: Belarus
Volume: 1
Start Page Number: 12
End Page Number: 16
Publication Date: Mar 2004
Journal: Proceedings of the National Academy of Sciences of Belarus, Series of Physical-Mathematical Sciences
Authors:
Abstract:

A family of parameter dependent optimal control problems is considered. The problems are subject to control and state constraints. It is assumed that parameter perturbations cause changing index of the problems. The implicit function theorem is used to investigate Frechet differentiability of the solution with respect to the parameter.

Reviews

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 Your email address will not be published.