The Sensitivity of Optimal Control Problems to Time Delay

Autor: P. R. Wolenski, F. H. Clarke
Rok vydání: 1991
Předmět:
Zdroj: SIAM Journal on Control and Optimization. 29:1176-1215
ISSN: 1095-7138
0363-0129
DOI: 10.1137/0329063
Popis: A general class of time-delayed optimal control problems is studied. The goal is to characterize, in terms of the multipliers occurring in the necessary conditions, the rate of change of the value of the problem with respect to change in the delay. In particular, criteria for this dependence to be differentiable are given as well as a formula for the derivative. These appear to be the first results of this type.
Databáze: OpenAIRE