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Sensitivity analysis for discrete optimal control problems

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Abstract

We present local sensitivity analysis for discrete optimal control problems with varying endpoints in the case when the customary regularity of boundary conditions can be violated. We study the behavior of the optimal solutions subject to parametric perturbations of the problem.

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Authors and Affiliations

  1. Faculty of Mining and Geology, Djušina 7, 11000, Belgrad, Serbia & Montenegro, Yugoslavia

    Boban Marinković

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  1. Boban Marinković
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Correspondence to Boban Marinković.

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Marinković, B. Sensitivity analysis for discrete optimal control problems. Math Meth Oper Res 63, 513–524 (2006). https://doi.org/10.1007/s00186-005-0029-1

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  • DOI: https://doi.org/10.1007/s00186-005-0029-1

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