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Volumn 56, Issue 4, 2007, Pages 463-478

Stability and sensitivity analysis for linear-quadratic optimal control subject to state constraints

Author keywords

Directional differentiability of the solutions; Linear quadratic optimal control; Lipschitz stability; Parametric problems; Second order sufficient conditions; State constraints

Indexed keywords


EID: 34547361278     PISSN: 02331934     EISSN: 10294945     Source Type: Journal    
DOI: 10.1080/02331930701421061     Document Type: Article
Times cited : (13)

References (11)
  • 1
    • 0032026016 scopus 로고    scopus 로고
    • Lipschitzian stability for state constrained nonlinear optimal control
    • Dontchev, A.L. and Hager, W.W., 1998, Lipschitzian stability for state constrained nonlinear optimal control. SIAM Journal on Control and Optimization, 36, 698-718.
    • (1998) SIAM Journal on Control and Optimization , vol.36 , pp. 698-718
    • Dontchev, A.L.1    Hager, W.W.2
  • 2
    • 0018468242 scopus 로고    scopus 로고
    • Hager.W.W., 1979, Lipschitz continuity for constrained processes. SIAM Journal on Control and Optimization, 17, 321-338.
    • Hager.W.W., 1979, Lipschitz continuity for constrained processes. SIAM Journal on Control and Optimization, 17, 321-338.
  • 3
    • 84972502575 scopus 로고
    • How to differentiate the projection on a convex set in Hubert space. Some applications to variational inequalities
    • Haraux, A., 1977, How to differentiate the projection on a convex set in Hubert space. Some applications to variational inequalities. The Journal of Mathematical Society of Japan, 29, 615-631.
    • (1977) The Journal of Mathematical Society of Japan , vol.29 , pp. 615-631
    • Haraux, A.1
  • 4
    • 0029324375 scopus 로고
    • A survey of the maximum principle for optimal control problems with state constraints
    • Hartl, R.F., Sethi, S.P. and Vickson, R.G., 1995, A survey of the maximum principle for optimal control problems with state constraints. SIAM Review, 37, 181-218.
    • (1995) SIAM Review , vol.37 , pp. 181-218
    • Hartl, R.F.1    Sethi, S.P.2    Vickson, R.G.3
  • 5
    • 0001620726 scopus 로고
    • Stability and sensitivity of solutions to nonlinear optimal control problems
    • Malanowski, K., 1995, Stability and sensitivity of solutions to nonlinear optimal control problems. Applied Mathematics and Optimization, 32, 111-141.
    • (1995) Applied Mathematics and Optimization , vol.32 , pp. 111-141
    • Malanowski, K.1
  • 6
    • 0037300841 scopus 로고    scopus 로고
    • On normality of Lagrange multipliers for state constrained optimal control problems
    • Malanowski, K., 2003, On normality of Lagrange multipliers for state constrained optimal control problems. Optimization, 52, 75-91.
    • (2003) Optimization , vol.52 , pp. 75-91
    • Malanowski, K.1
  • 7
    • 33947104220 scopus 로고    scopus 로고
    • Sufficient optimality conditions in stability analysis for state-constrained optimal control
    • Malanowski, K., 2007, Sufficient optimality conditions in stability analysis for state-constrained optimal control, Applied Mathematics and Optimization, 55, 255-271.
    • (2007) Applied Mathematics and Optimization , vol.55 , pp. 255-271
    • Malanowski, K.1
  • 10
    • 0019397127 scopus 로고
    • An augmented Lagrangian method for a class of convex optimal control problems
    • Outrata, J.V. and Schindler, Z., 1980, An augmented Lagrangian method for a class of convex optimal control problems. Problems of Control and Information Theory, 10, 67-81.
    • (1980) Problems of Control and Information Theory , vol.10 , pp. 67-81
    • Outrata, J.V.1    Schindler, Z.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.