Sensitivity analysis for optimal control problems subject to higher order state constraints

被引:46
作者
Malanowski, K
Maurer, H
机构
[1] Polish Acad Sci, Syst Res Inst, PL-01447 Warsaw, Poland
[2] Univ Munster, Inst Numer Math, D-48149 Munster, Germany
关键词
parametric optimal control; higher order state constraints; differentiability of solutions; implicit function theorem;
D O I
10.1023/A:1010956104457
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A family of parameter dependent optimal control problems is considered. The problems are subject to higher-order inequality type state constraints. It is assumed that, at the reference value of the parameter, the solution exists and is regular. Regularity conditions are formulated under which the original problems are locally equivalent to some other problems subject to equality type constraints only. The classical implicit function theorem is applied to these new problems to investigate Frechet differentiability of the stationarity points with respect to the parameter.
引用
收藏
页码:43 / 73
页数:31
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