Imperial College London > Talks@ee.imperial > Paola Falugi's list > First and second order sensitivity relations in optimal control
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First and second order sensitivity relations in optimal controlAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact r.vinter. Sensitivity analysis in optimal control brings on relations between the co-state of the maximum principle and various generalized differentials of the value function along a given optimal trajectory. For Fréchet superdifferentials these relations help to express the optimal synthesis and lead to sufficient optimality conditions. In this talk I will discuss some very recent results on second order sensitivity relations obtained together with P. Cannarsa and T. Scarinci. This talk is part of the Paola Falugi's list series. This talk is included in these lists:Note that ex-directory lists are not shown. |
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