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

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.

Authors:
 [1]
  1. Systems Research Institute, Polish Academy of Sciences, ul.Newelska 6 (Poland), E-mail: kmalan@ibspan.waw.pl
Publication Date:
OSTI Identifier:
21064193
Resource Type:
Journal Article
Resource Relation:
Journal Name: Applied Mathematics and Optimization; Journal Volume: 55; Journal Issue: 2; Other Information: DOI: 10.1007/s00245-006-0890-1; Copyright (c) 2007 Springer; www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; CONTROL THEORY; FUNCTIONS; MATHEMATICAL SOLUTIONS; OPTIMAL CONTROL; PERTURBATION THEORY; STABILITY

Citation Formats

Malanowski, K. Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control. United States: N. p., 2007. Web. doi:10.1007/S00245-006-0890-1.
Malanowski, K. Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control. United States. doi:10.1007/S00245-006-0890-1.
Malanowski, K. Thu . "Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control". United States. doi:10.1007/S00245-006-0890-1.
@article{osti_21064193,
title = {Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control},
author = {Malanowski, K.},
abstractNote = {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.},
doi = {10.1007/S00245-006-0890-1},
journal = {Applied Mathematics and Optimization},
number = 2,
volume = 55,
place = {United States},
year = {Thu Mar 15 00:00:00 EDT 2007},
month = {Thu Mar 15 00:00:00 EDT 2007}
}