TY - JOUR
AU - Maurer, Helmut
AB - Parametric nonlinear control problems subject to vector-valued mixed control-state constraints are investigated. The model perturbations are implemented by a parameter p of a Banach-space P. We prove solution differentiability in the sense that the optimal solution and the associated adjoint multiplier function are differentiable functions of the parameter. The main assumptions for solution differentiability are composed by regularity conditions and recently developed second-order sufficient conditions (SSC). The analysis generalizes the approach in [16, 20] and establishes a link between (1) shooting techniques for solving the associated boundary value problem (BVP) and (2) SSC. We shall make use of sensitivity results from finite-dimensional parametric programming and exploit the relationships between the variational system associated to BVP and its corresponding Riccati equation.
TI - Sensitivity analysis for parametric control problems with control-state constraints
JF - Computational Optimization and Applications
DO - 10.1007/BF00248267
DA - 2004-08-03
UR - https://www.deepdyve.com/lp/springer-journals/sensitivity-analysis-for-parametric-control-problems-with-control-ryce0LcLap
SP - 253
EP - 283
VL - 5
IS - 3
DP - DeepDyve
ER -