Sensitivity analysis of the value function for infinite dimensional optimal control problems and its relation to Riccati equations. (2nd September 2018)
- Record Type:
- Journal Article
- Title:
- Sensitivity analysis of the value function for infinite dimensional optimal control problems and its relation to Riccati equations. (2nd September 2018)
- Main Title:
- Sensitivity analysis of the value function for infinite dimensional optimal control problems and its relation to Riccati equations
- Authors:
- Guglielmi, Roberto
Kunisch, Karl - Abstract:
- Abstract: First and second order sensitivities of the value function in optimal control problems constrained by semilinear parabolic equations with respect to the initial condition are considered. Sufficient conditions are given which allow to express these sensitivities in terms of the adjoint equation and a suitably defined Riccati equation.
- Is Part Of:
- Optimization. Volume 67:Number 9(2018)
- Journal:
- Optimization
- Issue:
- Volume 67:Number 9(2018)
- Issue Display:
- Volume 67, Issue 9 (2018)
- Year:
- 2018
- Volume:
- 67
- Issue:
- 9
- Issue Sort Value:
- 2018-0067-0009-0000
- Page Start:
- 1461
- Page End:
- 1485
- Publication Date:
- 2018-09-02
- Subjects:
- Optimal control -- value function -- sensitivity analysis -- Riccati operators -- semilinear parabolic equations
Mathematical optimization -- Periodicals
519.7 - Journal URLs:
- http://www.tandfonline.com/toc/gopt20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/02331934.2018.1476514 ↗
- Languages:
- English
- ISSNs:
- 0233-1934
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 6275.100000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 8507.xml