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.

中文翻译：

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一类凸最优控制问题的微分稳定性

本文考虑了参数约束的凸最优控制问题，该问题的初始状态被扰动，线性状态方程包含噪声。借助最近关于数学编程中的微分稳定性的一些结果，获得了在给定参数下计算最优值函数的亚微分和奇异亚微分的公式。给出了计算过程和说明性示例。