Sensitivity Analysis for Optimal Control Problems Subject to Higher Order State Constraints

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 or...

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Bibliographic Details
Published inAnnals of operations research Vol. 101; no. 1-4; pp. 43 - 73
Main Authors Malanowski, Kazimierz, Maurer, Helmut
Format Journal Article
LanguageEnglish
Published New York Springer Nature B.V 01.01.2001
Subjects
Banach spaces
Control
Euclidean space
Inequality
Norms
Operations research
Optimization
Sensitivity analysis
Studies
Theory
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Summary: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 Frechet differentiability of the stationarity points with respect to the parameter. [PUBLICATION ABSTRACT]
Bibliography:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ISSN:0254-5330
1572-9338
DOI:10.1023/A:1010956104457