Titel
Metric Regularity Properties in Bang-Bang Type Linear-Quadratic Optimal Control Problems
Autor*in
J. Preininger
Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology
Autor*in
V. M. Veliov
Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology
Abstract
The paper investigates the Lipschitz/Hölder stability with respect to perturbations of optimal control problems with linear dynamic and cost functional which is quadratic in the state and linear in the control variable. The optimal control is assumed to be of bang-bang type and the problem to enjoy certain convexity properties. Conditions for bi-metric regularity and (Hölder) metric sub-regularity are established, involving only the order of the zeros of the associated switching function and smoothness of the data. These results provide a basis for the investigation of various approximation methods. They are utilized in this paper for the convergence analysis of a Newton-type method applied to optimal control problems which are affine with respect to the control.
Stichwort
Variational analysisOptimal controlLinear control systemsBang-bang controlsMetric regularityStability analysisNewton’s method
Objekt-Typ
Sprache
Englisch [eng]
Persistent identifier
https://phaidra.univie.ac.at/o:956891
Erschienen in
Titel
Set-Valued and Variational Analysis
Verlag
Springer Nature
Erscheinungsdatum
2018
Zugänglichkeit
Rechteangabe
© The Author(s) 2018

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