Author: Anton Hendrik EversPublisher:
ISBN:
Category : Control theory
Languages : en
Pages : 91
Book Description
Sensitivity Analysis of Optimal Control Problems
Author: Anton Hendrik EversPublisher:
ISBN:
Category : Control theory
Languages : en
Pages : 91
Book Description
Sensitivity Analysis for Optimal Control Problems. Stochastic Optimal Control with a Probability Constraint
Author: Laurent PfeifferStability and Sensitivity Analysis for Optimal Control Problems with Control-state Constraints
Author: Kazimierz MalanowskiPublisher:
ISBN:
Category : Differential equations, Nonlinear
Languages : en
Pages : 51
Book Description
Perturbations, Approximations and Sensitivity Analysis of Optimal Control Systems
Author: A. L. DontchevPublisher: Springer
ISBN:
Category : Language Arts & Disciplines
Languages : en
Pages : 168
Book Description
Sensitivity Analysis for Optimal Control Problems
Author: Kazimierz MalanowskiPerturbations, Approximations, and Sensitivity Analysis of Optimal Control Systems
Author: A. L. DontchevPublisher: Springer
ISBN:
Category : Science
Languages : en
Pages : 170
Book Description
Devoted to current problems in sensitivity analysis of optimal control. Two topics are considered: well-posedness, i.e. continuation of the solutions; & estimation of variations in solutions of constrained optimal control problems resulting from various changes of the model.
Sensitivity Analysis for State Constrained Optimal Control Problems
Author: Kazimierz MalanowskiSensitivity Analysis of Optimal Control Motivated by Model Predictive Control
Author: Lars GrüneComparative Dynamics (Sensitivity Analysis) in Optimal Control Theory
Author: Hajime OnikiPublisher:
ISBN:
Category :
Languages : en
Pages : 46
Book Description
The paper considers an optimal control problem with a parameter and develops a systematic method for comparative dynamics. A sufficient condition for the optimum solution to be differentiable with respect to the parameter is provided. Formulas for computing the derivative are given in the form of initial-value problems of linear differential equations. Possibility of discontinuous optimal controls is fully taken care of. The derivative of the maximized objective function with respect to the parameter is expressed in a simple form by using the auxiliary variables. An example of the comparative dynamics is given in terms of a model of optimal capital accumulation.
Author: Roland Griesse