Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control

Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control A family of parametric linear-quadratic optimal control problems is considered. The problems are subject to state constraints. It is shown that if weak second-order sufficient optimality conditions and standard constraint qualifications are satisfied at the reference point, then, for small perturbations of the parameter, there exists a locally unique stationary point, corresponding to a solution. This point is a Lipschitz continuous function of the parameter. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control

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Publisher
Springer-Verlag
Copyright
Copyright © 2007 by Springer
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s00245-006-0890-1
Publisher site
See Article on Publisher Site

Abstract

A family of parametric linear-quadratic optimal control problems is considered. The problems are subject to state constraints. It is shown that if weak second-order sufficient optimality conditions and standard constraint qualifications are satisfied at the reference point, then, for small perturbations of the parameter, there exists a locally unique stationary point, corresponding to a solution. This point is a Lipschitz continuous function of the parameter.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Mar 1, 2007

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