DocumentCode
3063043
Title
Sensitivity analysis in optimal control
Author
Clarke, F.H. ; Loewen, P.D.
Author_Institution
Universit?? de Montr??al, Montr??al, Canada
fYear
1984
fDate
12-14 Dec. 1984
Firstpage
1649
Lastpage
1654
Abstract
We consider a general optimal control problem in which the constraints depend on a parameter ??, and the resulting optimal-value function V(??). A formula for the generalized gradient of V is given, and then used to obtain results concerning the problem´s stability and controllability. These results apply, in particular, to the time-optimal control problem, for which their consequences include a new criterion ensuring local null-controllability of the system and continuity of the minimal time function at the origin.
Keywords
Controllability; Dynamic programming; Error analysis; Feedback control; Mathematics; Optimal control; Sensitivity analysis; Stability; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location
Las Vegas, Nevada, USA
Type
conf
DOI
10.1109/CDC.1984.272384
Filename
4048180
Link To Document