THE SENSITIVITY OF OPTIMAL-CONTROL PROBLEMS TO TIME-DELAY

被引：10

作者：

CLARKE, FH ^{[1
]}

WOLENSKI, PR ^{[1
]}

机构：

[1] LOUISIANA STATE UNIV,DEPT MATH,BATON ROUGE,LA 70803

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1991年 / 29卷 / 05期

关键词：

DELAYED SYSTEMS; HEREDITARY; RETARDED; NONSMOOTH ANALYSIS;

D O I：

10.1137/0329063

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A general class of time-delayed optimal control problems is studied. The goal is to characterize, in terms of the multipliers occurring in the necessary conditions, the rate of change of the value of the problem with respect to change in the delay. In particular, criteria for this dependence to be differentiable are given as well as a formula for the derivative. These appear to be the first results of this type.

引用

页码：1176 / 1215

页数：40

共 23 条

[1]

[Anonymous], 1972, OPTIMAL CONTROL DIFF

[2] NECESSARY CONDITIONS FOR CONTROL PROBLEMS WITH VARIABLE TIME LAGS [J].