Abstract
Parameter-dependent optimal control problems for nonlinear ordinary differential equations, subject to control and state constraints, are considered. Sufficient conditions are formulated under which the solutions and the associated Lagrange multipliers are locally Lipschitz continuous and directionally differentiable functions of the parameter. The directional derivatives are characterized.
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Communicated by J. Stoer
This research was partially supported by Grant No. 3 0256 91 01 from Komitet Badań Naukowych.
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Malanowski, K. Stability and sensitivity of solutions to nonlinear optimal control problems. Appl Math Optim 32, 111–141 (1995). https://doi.org/10.1007/BF01185227
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DOI: https://doi.org/10.1007/BF01185227
Key words
- Parametric optimal control
- Stability and sensitivity of solutions
- Nonlinear ordinary differential equations
- Control and state constraints