Differential stability of a class of convex optimal control problems
Optimization and Control
2017-07-14 v1
Abstract
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.
Keywords
Cite
@article{arxiv.1707.03955,
title = {Differential stability of a class of convex optimal control problems},
author = {Duong Thi Viet An and Jen-Chih Yao and Nguyen Dong Yen},
journal= {arXiv preprint arXiv:1707.03955},
year = {2017}
}