Sensitivity analysis for discrete optimal control problems

被引：0

作者：

Boban Marinković

机构：

[1] Faculty of Mining and Geology,

来源：

Mathematical Methods of Operations Research | 2006年 / 63卷

关键词：

Discrete optimal control; Mathematical programming; Regularity; Sensitivity analysis;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We present local sensitivity analysis for discrete optimal control problems with varying endpoints in the case when the customary regularity of boundary conditions can be violated. We study the behavior of the optimal solutions subject to parametric perturbations of the problem.

引用

页码：513 / 524

页数：11

共 7 条

[1]

Arutyunov AV.(2004a)Abnormal equality-constrained optimization problems: sensitivity theory Math Programm 100 485-515

[2]

Izmailov AF.(2004b)Sensitivity analysis of abnormal cone-constrained optimization problems Comput Maths Math Phys 44 552-574

[3]

Arutyunov AV.(1976)Sensitivity analysis for nonlinear programming using penalty methods Math Programm 10 287-311

[4]

Izmailov AF.(2002)Second order sufficiency criteria for a discrete optimal control problem J Differ Equations Appl 8 573-602

[5]

Fiacco AV.(undefined)undefined undefined undefined undefined-undefined

[6]

Hilscher R.(undefined)undefined undefined undefined undefined-undefined

[7]

Zeidan V.(undefined)undefined undefined undefined undefined-undefined

← 1 →