Imperial College London > Talks@ee.imperial > Paola Falugi's list > First and second order sensitivity relations in optimal control

First and second order sensitivity relations in optimal control

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  • UserH. Frankowska, CNRS and Universite Pierre Marie Curie, Paris, France
  • ClockTuesday 21 October 2014, 14:00-15:00
  • HouseMahanakorn Lab (EE 909a).

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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.

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