LIPSCHITZIAN STABILITY IN NONLINEAR CONTROL AND OPTIMIZATION

被引：101

作者：

DONTCHEV, AL ^{[1
]}

HAGER, WW ^{[1
]}

机构：

[1] UNIV FLORIDA,DEPT MATH,GAINESVILLE,FL 32611

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1993年 / 31卷 / 03期

关键词：

STABILITY; SENSITIVITY; FEASIBLE SET; OPTIMAL SET; DISCRETE APPROXIMATIONS; EULER APPROXIMATION; SUFFICIENT OPTIMALITY CONDITIONS;

D O I：

10.1137/0331026

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper studies Lipschitz properties, relative to the parameter p, of the set of solutions to problems of the form Find z is-an-element-of OMEGA(p) such that T(p)(z) is-an-element-of F(p)(z). As applications, various problems in control and optimization are examined, focusing in particular on the stability of the feasible set of a control problem, and the stability of solutions of infinite-dimensional mathematical programs and optimal control problems. In another application, an estimate is obtained for the error in the Euler approximation to an optimal control problem.

引用

页码：569 / 603

页数：35

共 43 条

[1] STABILITY OF SOLUTIONS FOR A CLASS OF NONLINEAR CONE CONSTRAINED OPTIMIZATION PROBLEMS, .1. BASIC THEORY [J].