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Differential stability of discrete optimal control problems with mixed contraints
Positivity ( IF 0.8 ) Pub Date : 2021-01-29 , DOI: 10.1007/s11117-021-00812-x
Nguyen Thi Toan

Differential stability of parametric discrete optimal control problems in Banach spaces with nonconvex cost functions, nonlinear state equations and mixed constraints is studied. By establishing an abstract result on the subdifferentials of the value function of a parametric mathematical programming problem with geometrical, equality and inequality constraints, we derive formulas for computing the Mordukhovich subdifferential and the singular subdifferential of the value function to a parametric discrete optimal control problem.



中文翻译:

具有混合约束的离散最优控制问题的微分稳定性

研究了具有非凸成本函数,非线性状态方程和混合约束的Banach空间中参数离散最优控制问题的差分稳定性。通过建立具有几何,相等和不等式约束的参数数学编程问题的值函数的次微分的抽象结果,我们导出了用于计算价值函数对参数离散最优控制问题的Mordukhovich次微分和奇异次微分的公式。

更新日期:2021-01-29
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