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Directional Sensitivity Differentials for Parametric Bang-Bang Control Problems

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Large-Scale Scientific Computing (LSSC 2009)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5910))

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Abstract

We consider optimal control problems driven by ordinary differential equations depending on a (vector-valued) parameter. In case that the state equation is linear w.r.t. the control vector function, and the objective functional is of Mayer type, the optimal control is often of bang-bang type. The aim of the paper is to consider the structural stability of bang-bang optimal controls with possibly simultaneous switches of two or more components at a time. Besides of the local invariance of the number of switches for each component taken separately, existence of their directional parameter–derivatives will be shown.

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Felgenhauer, U. (2010). Directional Sensitivity Differentials for Parametric Bang-Bang Control Problems. In: Lirkov, I., Margenov, S., Waśniewski, J. (eds) Large-Scale Scientific Computing. LSSC 2009. Lecture Notes in Computer Science, vol 5910. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-12535-5_30

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  • DOI: https://doi.org/10.1007/978-3-642-12535-5_30

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-12534-8

  • Online ISBN: 978-3-642-12535-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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