STABILITY AND SENSITIVITY OF SOLUTIONS TO NONLINEAR OPTIMAL-CONTROL PROBLEMS

Authors
MALANOWSKI K
Citation
K. Malanowski, STABILITY AND SENSITIVITY OF SOLUTIONS TO NONLINEAR OPTIMAL-CONTROL PROBLEMS, Applied mathematics & optimization, 32(2), 1995, pp. 111-141
Citations number
17
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics & optimization → ACNP
ISSN journal
00954616
Volume
32
Issue
2
Year of publication
1995
Pages
111 - 141
Database
ISI
SICI code
0095-4616(1995)32:2<111:SASOST>2.0.ZU;2-4
Abstract
Parameter-dependent optimal control problems for nonlinear ordinary di fferential equations, subject to control and state constraints, are co nsidered. Sufficient conditions are formulated under which the solutio ns and the associated Lagrange multipliers are locally Lipschitz conti nuous and directionally differentiable functions of the parameter. The directional derivatives are characterized.