Sensitivity analysis for discrete optimal control problems

Boban Marinković ()

Mathematical Methods of Operations Research, 2006, vol. 63, issue 3, 513-524

Abstract: We present local sensitivity analysis for discrete optimal control problems with varying endpoints in the case when the customary regularity of boundary conditions can be violated. We study the behavior of the optimal solutions subject to parametric perturbations of the problem. Copyright Springer-Verlag 2006

Keywords: Discrete optimal control; Mathematical programming; Regularity; Sensitivity analysis (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s00186-005-0029-1

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