Stability and sensitivity analysis for optimal control problems. A survey
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 16 (2010) no. 5, pp. 278-288
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The general methodology used in stability and sensitivity analysis for optimization problems is outlined, with emphasis on similarities and differences between equality and cone-constrained problems, respectively. The application of that methodology to nonlinear optimal control problems subject to control and state constraints is shortly described.
Keywords:
stability and sensitivity analysis, optimal control, ordinary differential equations, control and state constraints.
@article{TIMM_2010_16_5_a31,
author = {K. Malanowski},
title = {Stability and sensitivity analysis for optimal control problems. {A} survey},
journal = {Trudy Instituta matematiki i mehaniki},
pages = {278--288},
publisher = {mathdoc},
volume = {16},
number = {5},
year = {2010},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TIMM_2010_16_5_a31/}
}
TY - JOUR AU - K. Malanowski TI - Stability and sensitivity analysis for optimal control problems. A survey JO - Trudy Instituta matematiki i mehaniki PY - 2010 SP - 278 EP - 288 VL - 16 IS - 5 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TIMM_2010_16_5_a31/ LA - en ID - TIMM_2010_16_5_a31 ER -
K. Malanowski. Stability and sensitivity analysis for optimal control problems. A survey. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 16 (2010) no. 5, pp. 278-288. http://geodesic.mathdoc.fr/item/TIMM_2010_16_5_a31/