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Differential stability of a class of convex optimal control problems. (arXiv:1707.03955v1 [math.OC])

来源于:arXiv
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. 查看全文>>