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Chi tiết
Tên Differential stability of a class of convex optimal control problems
Lĩnh vực Toán học
Tác giả D.T.V. An, J.-C. Yao, N.D. Yen
Nhà xuất bản / Tạp chí Applied Mathematics and Optimization
Số hiệu ISSN/ISBN
Tóm tắt nội dung

A parametric constrained convex optimal control problem, where the initial
state is perturbed and the linear state equation contains a noise, is considered in this
paper. Formulas for computing the subdifferential and the singular subdifferential
of the optimal value function at a given parameter are obtained by means of some
recent results on differential stability in mathematical programming. The computation
procedures and illustrative examples are presented.