Title :
Perturbed optimal control problems
Author :
Clarke, Frank H.
Author_Institution :
Universite de Montreal, Montreal, P.Q., Canada
fDate :
6/1/1986 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1986.1104318
