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On the Regularity of Linear-Quadratic Optimal Control Problems with Bang-Bang Solutions

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Large-Scale Scientific Computing (LSSC 2017)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 10665))

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Abstract

The paper investigates the stability of the solutions of linear-quadratic optimal control problems with bang-bang controls in terms of metric sub-regularity and bi-metric regularity. New sufficient conditions for these properties are obtained, which strengthen the known conditions for sub-regularity and extend the known conditions for bi-metric regularity to Bolza-type problems.

This research is supported by the Austrian Science Foundation (FWF) under grant No. P26640-N25. The second author is also supported by the Doctoral Programme “Vienna Graduate School on Computational Optimization” funded by the Austrian Science Fund (FWF), project No. W1260-N35.

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References

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Author information

Authors and Affiliations

  1. Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria

    J. Preininger & V. M. Veliov

  2. Department of Statistics and Operations Research, University of Vienna, Vienna, Austria

    T. Scarinci

Authors
  1. J. Preininger
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  2. T. Scarinci
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  3. V. M. Veliov
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Corresponding author

Correspondence to V. M. Veliov .

Editor information

Editors and Affiliations

  1. Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Sofia, Bulgaria

    Ivan Lirkov

  2. Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Sofia, Bulgaria

    Svetozar Margenov

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Preininger, J., Scarinci, T., Veliov, V.M. (2018). On the Regularity of Linear-Quadratic Optimal Control Problems with Bang-Bang Solutions. In: Lirkov, I., Margenov, S. (eds) Large-Scale Scientific Computing. LSSC 2017. Lecture Notes in Computer Science(), vol 10665. Springer, Cham. https://doi.org/10.1007/978-3-319-73441-5_25

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  • DOI: https://doi.org/10.1007/978-3-319-73441-5_25

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-73440-8

  • Online ISBN: 978-3-319-73441-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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