Computational Sensitivity Analysis for State Constrained Optimal Control Problems

摘要: A theoretical sensitivity analysis for parametric optimal control problems subject to pure state constraints has recently been elaborated in [7,8]. The articles consider both first and higher order develop conditions solution differentiability of solutions with respect parameters. In this paper, we treat the numerical aspects computing differentials via appropriate boundary value problems. particular, methods are proposed that allow verify all assumptions underlying differentiability. Three examples one, two four discussed detail.