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arXiv · 1707.03955

Differential stability of a class of convex optimal control problems

Duong Thi Viet An·Jen-Chih Yao·Nguyen Dong Yen
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Abstract

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.

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Duong Thi Viet An, Jen-Chih Yao, Nguyen Dong Yen. 2017-07-13. Differential stability of a class of convex optimal control problems. https://arxiv.org/abs/1707.03955

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