Stability and Sensitivity Analysis for Optimal Control Problems with a First-order State Constraint having (nonessential) Touch Points

作者: J. Frederic Bonnans , Audrey Hermant

DOI:

关键词:

摘要: The paper deals with an optimal control problem a scalar first-order state constraint and control. In presence of (nonessential) touch points, the arc structure trajectory is not stable. We show how to perform sensitivity analysis that predicts which points will, under small perturbation, become inactive, remain or switch into boundary arcs. main tools are study quadratic tangent notion strong regularity. results can be interpreted as extension shooting algorithm case when occur for constraints. An illustrative example given.

参考文章(15)
J Frédéric Bonnans, Alexander Shapiro, Perturbation Analysis of Optimization Problems ,(2000)
A. L. Dontchev, W. W. Hager, Lipschitzian Stability for State Constrained Nonlinear Optimal Control Siam Journal on Control and Optimization. ,vol. 36, pp. 698- 718 ,(1998) , 10.1137/S0363012996299314
J. Frédéric Bonnans, Audrey Hermant, Well-Posedness of the Shooting Algorithm for State Constrained Optimal Control Problems with a Single Constraint and Control Siam Journal on Control and Optimization. ,vol. 46, pp. 1398- 1430 ,(2007) , 10.1137/06065756X
Richard F. Hartl, Suresh P. Sethi, Raymond G. Vickson, A Survey of the Maximum Principles for Optimal Control Problems with State Constraints SIAM Review. ,vol. 37, pp. 181- 218 ,(1995) , 10.1137/1037043
Helmut Maurer, Hans Josef Pesch, Solution Differentiability for Nonlinear Parametric Control Problems Siam Journal on Control and Optimization. ,vol. 32, pp. 1542- 1554 ,(1994) , 10.1137/S0363012992232269
Stephen M. Robinson, Strongly Regular Generalized Equations Mathematics of Operations Research. ,vol. 5, pp. 43- 62 ,(1980) , 10.1287/MOOR.5.1.43
Kazimierz Malanowski, , Helmut Maurer, , Sensitivity analysis for state constrained optimal control problems Discrete and Continuous Dynamical Systems. ,vol. 4, pp. 241- 272 ,(1998) , 10.3934/DCDS.1998.4.241
K. Malanowski, Stability and sensitivity of solutions to nonlinear optimal control problems Applied Mathematics and Optimization. ,vol. 32, pp. 111- 141 ,(1995) , 10.1007/BF01185227
Jan Sokołowski, Sensitivity Analysis of Control Constrained Optimal Control Problems for Distributed Parameter Systems SIAM Journal on Control and Optimization. ,vol. 25, pp. 1542- 1556 ,(1987) , 10.1137/0325085