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A characterization of stability and sensitivity properties for state-constrained optimal control

Malanowski K.

Control and Cybernetics

2007

Vol. 36, no 3

711-726

In a series of the recent papers of the author, it was shown that the solutions and Lagrange multipliers of state-constrained optimal control problems are locally Lipschitz continuous and directionally differentiable functions of the parameter, under usual constraint qualifications and weakened second order conditions. In this paper, it is shown that those conditions are not only sufficient, but also necessary. Thus, they consitute a characterization of Lipschitz stability and sensitivity properties for state-constrained optimal control problems.