Parametric Sensitivity Analysis of Perturbed PDE Optimal Control Problems with State and Control Constraints

被引：0

作者：

C. Büskens

R. Griesse

机构：

[1] Universität Bremen,Center for Technical Mathematics

[2] Austrian Academy of Sciences,Johann Radon Institute for Computational and Applied Mathematics (RICAM)

来源：

Journal of Optimization Theory and Applications | 2006年 / 131卷

关键词：

Perturbed optimal control problems; control-state constraints; nonlinear programming methods; partial differential equations; parametric sensitivity analysis;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We study parametric optimal control problems governed by a system of time-dependent partial differential equations (PDE) and subject to additional control and state constraints. An approach is presented to compute the optimal control functions and the so-called sensitivity differentials of the optimal solution with respect to perturbations. This information plays an important role in the analysis of optimal solutions as well as in real-time optimal control.

引用

页码：17 / 35

页数：18

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