DocumentCode
852784
Title
Perturbed optimal control problems
Author
Clarke, Frank H.
Author_Institution
Universite de Montreal, Montreal, P.Q., Canada
Volume
31
Issue
6
fYear
1986
fDate
6/1/1986 12:00:00 AM
Firstpage
535
Lastpage
542
Abstract
We examine a family of problems obtained by perturbing infinite-dimensionally the dynamics of an optimal control problem. A formula is derived for the generalized gradient of the associated value function, one which specializes to yield, for instance, information about ordinary directional derivatives. Several examples are discussed.
Keywords
Gradient methods; Optimal control; Sensitivity; Automatic control; Cost function; Councils; Differential equations; Jacobian matrices; Manifolds; Optimal control;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1986.1104318
Filename
1104318
Link To Document