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- D.T.V. An, J.-C. Yao, N.D. Yen, Differential Stability of a Class of Convex Optimal Control Problems, Applied Mathematics and Optimization, Appl Optim (2020) 81

Ngày đăng: 09/02/2020

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.

D.T.V. An, J.-C. Yao, N.D. Yen, Differential Stability of a Class of Convex Optimal Control Problems, Applied Mathematics and Optimization, Appl Optim (2020) 81

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