Stability and Sensitivity Analysis for Optimal Control Problems with a First-order State Constraint having (nonessential) Touch Points

Abstract : The paper deals with an optimal control problem with a scalar first-order state constraint and a scalar control. In presence of (nonessential) touch points, the arc structure of the trajectory is not stable. We show how to perform a sensitivity analysis that predicts which touch points will, under a small perturbation, become inactive, remain touch points or switch into boundary arcs. The main tools are the study of a quadratic tangent problem and the notion of strong regularity. The results can be interpreted as an extension of the shooting algorithm to the case when touch points occur for first-order state constraints. An illustrative example is given.
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Rapport
[Research Report] 2006, pp.34
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https://hal.inria.fr/inria-00087573
Contributeur : J. Frederic Bonnans <>
Soumis le : mercredi 26 juillet 2006 - 16:03:31
Dernière modification le : vendredi 25 mai 2018 - 12:02:04
Document(s) archivé(s) le : lundi 20 septembre 2010 - 16:37:05

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  • HAL Id : inria-00087573, version 2

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J. Frederic Bonnans, Audrey Hermant. Stability and Sensitivity Analysis for Optimal Control Problems with a First-order State Constraint having (nonessential) Touch Points. [Research Report] 2006, pp.34. 〈inria-00087573v2〉

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