Sensitivity interpretations of the costate variable for optimal control problems with state constraints

SIAM Journal on Control and Optimization

Volumn 48, Issue 5, 2009, Pages 3297-3317

  Bettiol, Piernicola ^a   Vinter, Richard B ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Maximum principle; Optimal control; Sensitivity relations; State constraints; Value function

Indexed keywords

HAMILTONIANS; MAXIMUM PRINCIPLE; OPTIMAL CONTROL SYSTEMS;

CONSTRAINED OPTIMAL CONTROL PROBLEMS; OPTIMAL CONTROL PROBLEM; OPTIMAL CONTROL THEORY; OPTIMAL CONTROLS; OPTIMAL STATE TRAJECTORIES; SENSITIVITY RELATIONS; STATE CONSTRAINTS; VALUE FUNCTIONS;

SENSITIVITY ANALYSIS;

EID: 84988308511     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/080732614     Document Type: Article

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