Sensitivity analysis for state constrained optimal control problems
Kazimierz Malanowski, Helmut Maurer · Discrete and Continuous Dynamical Systems · 1998
A family of parameter dependent optimal control poblems for nonlinearODEs is considered. The problems are subject to pointwise control and state inequality type constraints. It is assumed that, at the reference value of the parameterthe reference optimal solution exists and is regular. Regularity conditions are formulated under which the original problems are locally equivalent to some problemssubject to equality type constraints only. The classical implicit function theorem isapplied to these new problems to investigate Fréchet differentiability of the solutionswith respect to the parameter. A numerical example is provided.