Lipschitzian stability for state constrained nonlinear optimal control

被引:45
|
作者
Dontchev, AL [1 ]
Hager, WW
机构
[1] Univ Michigan, Ann Arbor, MI 48107 USA
[2] Univ Florida, Dept Math, Gainesville, FL 32611 USA
关键词
optimal control; state constraints; Lipschitzian stability; implicit function theorem;
D O I
10.1137/S0363012996299314
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
For a nonlinear optimal control problem with state constraints, we give conditions under which the optimal control depends Lipschitz continuously in the L-2 norm on a parameter. These conditions involve smoothness of the problem data, uniform independence of active constraint gradients, and a coercivity condition for the integral functional. Under these same conditions, we obtain a new nonoptimal stability result for the optimal control in the L-infinity norm. And under an additional assumption concerning the regularity of the state constraints, a new tight L-infinity estimate is obtained. Our approach is based on an abstract implicit function theorem in nonlinear spaces.
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页码:698 / 718
页数:21
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