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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>>