Application of the classical implicit function theorem in sensitivity analysis of parametric optimal control

• Autorzy: Malanowski K.
• Języki publikacji: EN

Abstrakty

EN

A family {(O[sub h])} of parametric optimal control problems for nonlinear ODEs is considered. The problems are subject to pointwise inequality type state constraints. It is assumed that the reference solution is regular. The original problems (O[sub h]) are substituted by problems [...] subject to equality type constraints with the sets of activity depending on the parameter. Using the classical implicit function theorem, conditions are derived under which stationary points of [...] are Frechet differentiable functions of the parameter. It is shown that, under additional conditions, the stationary points of [...] correspond to the solutions and Lagrange multipliers of (O[sub h]9).

Słowa kluczowe

EN

differentiability of solutions; implicit function theorem; nonlinear ordinary differential equations; parametric optimal control; state constraints

PL

równania różniczkowe nieliniowe; różniczkowalność rozwiązań; sterowanie optymalne parametryczne

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 1998
• Tom: Vol. 27, no 3
• Strony: 335--352
• Opis fizyczny: Bibliogr. 12 poz.,

Twórcy

autor

Malanowski K.

• System Research Institute, Polish Academy of Sciences, ul. Newelska 6, 01-447 Warszawa, Poland