Stability for parameter estimation in two point boundary value problems

Stability for parameter estimation in two point boundary value problems

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Article ID: iaor19911373
Country: Germany
Volume: 22
Start Page Number: 189
End Page Number: 195
Publication Date: May 1991
Journal: Optimization
Authors:
Abstract:

Colonius and Kunisch studied the stability of solutions to parameter estimation problems in their output least squares formulation. Under the assumption of a second-order sufficient optimality condition they have shown that the solutions depend Hölder continuously on some problem data. The paper shows that these results can be improved to derive Lipschitz continuous dependence of the solutions on these data.

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