Perturbed optimal control problems
- 1 June 1986
- journal article
- research article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 31 (6) , 535-542
- https://doi.org/10.1109/tac.1986.1104318
Abstract
We examine a family of problems obtained by perturbing infinite-dimensionally the dynamics of an optimal control problem. A formula is derived for the generalized gradient of the associated value function, one which specializes to yield, for instance, information about ordinary directional derivatives. Several examples are discussed.Keywords
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