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- Publisher
- Springer Journals
- Copyright
- Copyright © 2007 by Springer
- Subject
- Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
- ISSN
- 0095-4616
- eISSN
- 1432-0606
- DOI
- 10.1007/s00245-006-0890-1
- Publisher site
- See Article on Publisher Site
Abstract
A family of parametric linear-quadratic optimal control problems is considered. The problems are subject to state constraints. It is shown that if weak second-order sufficient optimality conditions and standard constraint qualifications are satisfied at the reference point, then, for small perturbations of the parameter, there exists a locally unique stationary point, corresponding to a solution. This point is a Lipschitz continuous function of the parameter.
Journal
Applied Mathematics and Optimization – Springer Journals
Published: Mar 1, 2007