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On differentiability with respect to parameter of solutions to convex optimal control problems subject to state space constraints

✍ Scribed by K. Malanowski


Publisher
Springer
Year
1984
Tongue
English
Weight
715 KB
Volume
12
Category
Article
ISSN
0095-4616

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Regularity properties of solutions to li
✍ F.H. Clarke; Y. Ledyaev; R.B. Vinter πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 372 KB

We establish regularity properties of solutions of linear quadratic optimal control problems involving state inequality constraints. Under simply stated and directly verifiable hypotheses on the data, it is shown that if the state constraint has index k > 0 then the o ~timal control ~ is k times dif