THE VALUE FUNCTION IN OPTIMAL-CONTROL - SENSITIVITY, CONTROLLABILITY, AND TIME-OPTIMALITY

被引:24
作者
CLARKE, FH
LOEWEN, PD
机构
[1] Univ de Montreal, CRM, Montreal,, Que, Can, Univ de Montreal, CRM, Montreal, Que, Can
关键词
OPTIMIZATION - SYSTEM STABILITY;
D O I
10.1137/0324014
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We consider a general optimal control problem in which the constraints depend on a parameter alpha , and the resulting value function V( alpha ). A formula for the generalized gradient of V is proven and then used to obtain results on stability and controllability of the problem. A special study is made of the time-optimal control problem, one consequence of which is a new criterion assuring local null-controllability of the system and continuity of the minimal time function at the origin.
引用
收藏
页码:243 / 263
页数:21
相关论文
共 23 条
[1]  
[Anonymous], 1969, Functional analysis and time optimal control
[2]   SHADOW PRICES AND DUALITY FOR A CLASS OF OPTIMAL-CONTROL PROBLEMS [J].
AUBIN, JP ;
CLARKE, FH .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1979, 17 (05) :567-586
[3]  
AUSLENDER A, MATH PROGRAMMING STU, V10
[4]  
BOLTYANSKII AV, 1979, DIFF URAVN, V15, P131
[5]  
Clarke F. H., 1990, Optimization and Nonsmooth Analysis
[6]   LOCAL OPTIMALITY CONDITIONS AND LIPSCHITZIAN SOLUTIONS TO THE HAMILTON-JACOBI EQUATION [J].
CLARKE, FH ;
VINTER, RB .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1983, 21 (06) :856-870
[7]  
Gauvin J., 1979, Mathematics of Operations Research, V4, P458, DOI 10.1287/moor.4.4.458
[9]   GEOMETRIC THEORY OF TIME-OPTIMAL CONTROL [J].
HAJEK, O .
SIAM JOURNAL ON CONTROL, 1971, 9 (03) :339-&
[10]  
HAJEK O, 1977, FUNKC EKVACIOJ-SER I, V20, P97