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Journal Articles SIAM Journal on Control and Optimization Year : 2013

Metric Regularity and Stability of Optimal Control Problems for Linear Systems

Marc Quincampoix
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Vladimir M. Veliov
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Abstract

This paper studies stability properties of the solutions of optimal control problems for linear systems. The analysis is based on an adapted concept of metric regularity, the strong bi-metric regularity, which is introduced and investigated in the paper. It allows one to give a more precise description of the effect of perturbations on the optimal solutions in terms of a Hölder-type estimate and to investigate the robustness of this estimate. The Hölder exponent depends on a natural number $k$, which is known as the controllability index of the reference solution. An inverse function theorem for strongly bi-metrically regular mappings is obtained, which is used in the case $k=1$ for proving stability of the solution of the considered optimal control problem under small nonlinear perturbations. Moreover, a new stability result with respect to perturbations in the matrices of the system is proved in the general case $k\geq 1$.
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Dates and versions

hal-00916705 , version 1 (10-12-2013)

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Marc Quincampoix, Vladimir M. Veliov. Metric Regularity and Stability of Optimal Control Problems for Linear Systems. SIAM Journal on Control and Optimization, 2013, 51 (5), pp.4118-4137. ⟨10.1137/130914383⟩. ⟨hal-00916705⟩
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