scholarly journals A Sensitivity Analysis of Volterra Integral Inclusions with Applications to Optimal Control Problems

1994 ◽  
Vol 186 (1) ◽  
pp. 97-119 ◽  
Author(s):  
S. Aizicovici ◽  
N.S. Papageorgiou
Keyword(s):  
Optimal Control ◽  
Sensitivity Analysis ◽  
Optimal Control Problems ◽  
Control Problems

Sensitivity analysis for optimal control problems described by nonlinear fractional evolution inclusions

2018 ◽  
Vol 21 (6) ◽  
pp. 1439-1470 ◽  
Author(s):  
Xiuwen Li ◽  
Yunxiang Li ◽  
Zhenhai Liu ◽  
Jing Li
Keyword(s):  
Optimal Control ◽  
Sensitivity Analysis ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimal Control Problems ◽  
Mild Solutions ◽  
Control Problems ◽  
Initial Condition ◽  
Evolution Inclusions ◽  
Technical Details

Abstract In this paper, a sensitivity analysis of optimal control problem for a class of systems described by nonlinear fractional evolution inclusions (NFEIs, for short) on Banach spaces is investigated. Firstly, the nonemptiness as well as the compactness of the mild solutions set S(ζ) (ζ being the initial condition) for the NFEIs are obtained, and we also present an extension Filippov’s theorem and whose proof differs from previous work only in some technical details. Finally, the optimal control problems described by NFEIs depending on the initial condition ζ and the parameter η are considered and the sensitivity properties of the optimal control problem are also established.

scholarly journals Sensitivity analysis of hyperbolic optimal control problems

2010 ◽  
Vol 52 (1) ◽  
pp. 147-179 ◽  
Author(s):  
Adam Kowalewski ◽  
Irena Lasiecka ◽  
Jan Sokołowski
Keyword(s):  
Optimal Control ◽  
Sensitivity Analysis ◽  
Optimal Control Problems ◽  
Control Problems

scholarly journals Optimality Condition-Based Sensitivity Analysis of Optimal Control for Hybrid Systems and Its Application

2012 ◽  
Vol 2012 ◽  
pp. 1-22
Author(s):  
Chunyue Song
Keyword(s):  
Optimal Control ◽  
Sensitivity Analysis ◽  
Hybrid Systems ◽  
Optimality Condition ◽  
Optimal Control Problems ◽  
Numerical Solutions ◽  
Equivalent Transformation ◽  
Control Problems ◽  
Continuous Control ◽  
Mode Transition

Gradient-based algorithms are efficient to compute numerical solutions of optimal control problems for hybrid systems (OCPHS), and the key point is how to get the sensitivity analysis of the optimal control problems. In this paper, optimality condition-based sensitivity analysis of optimal control for hybrid systems with mode invariants and control constraints is addressed under a priori fixed mode transition order. The decision variables are the mode transition instant sequence and admissible continuous control functions. After equivalent transformation of the original problem, the derivatives of the objective functional with respect to control variables are established based on optimal necessary conditions. By using the obtained derivatives, a control vector parametrization method is implemented to obtain the numerical solution to the OCPHS. Examples are given to illustrate the results.

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