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Sensitivity Analysis of Multi-objective Optimal Control Problems

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Abstract

Sensitivity analysis of multi-objective parametric optimal control problems with nonconvex cost functions and control constraints is given in this paper. By establishing an abstract result on the Mordukhovich subdifferential of the efficient point multifunction of a multi-objective parametric mathematical programming problem, we derive a formula for computing the Mordukhovich subdifferential of the efficient point multifunction to a multi-objective parametric optimal control problem.

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Authors and Affiliations

  1. School of Applied Mathematics and Informatics, Hanoi University of Science and Technology, 1 Dai Co Viet, Hanoi, Vietnam

    N. T. Toan & L. Q. Thuy

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  1. N. T. Toan
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  2. L. Q. Thuy
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Correspondence to N. T. Toan.

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Toan, N.T., Thuy, L.Q. Sensitivity Analysis of Multi-objective Optimal Control Problems. Appl Math Optim 84, 3517–3545 (2021). https://doi.org/10.1007/s00245-021-09755-x

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