Record link: 
http://hdl.handle.net/20.500.12708/146874
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Title: 
Metric regularity properties in bang-bang type linear-quadratic optimal control problems.
en
Citation: 
Preininger, J., Scarinci, T., & Veliov, V. M. (2017). Metric regularity properties in bang-bang type linear-quadratic optimal control problems. (No. 2017–07). Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems. http://hdl.handle.net/20.500.12708/146874
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Publication Type: 
Report - Research Report
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Language: 
English
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Authors: 
Preininger, J. 
Scarinci, T. 
Veliov, V. M. 
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Organisational Unit: 
E105-04 - Forschungsbereich Variationsrechnung, Dynamische Systeme und Operations Research 
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Series: 
ORCOS (Operations Research and Control Systems Theory) 
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Report No.: 
2017-07
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Date (published): 
2017
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Number of Pages: 
24
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Publisher: 
Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems, Vienna, Austria
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Keywords: 
Applied Mathematics; Analysis; Numerical Analysis; stability analysis; optimal control; linear control systems; metric regularity; Geometry and Topology; Statistics and Probability; variational analysis; bang-bang controls; Newton´s method
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Abstract: 
The paper investigates the Lipschitz/Hölder stability with respect to perturbations of the solutions of linear-quadratic optimal control problems where the control variable appears linearly and the optimal one is of bang-bang type. Conditions for bi-metric regularity and (Hölder) metric sub-regularity are established, involving only the order of the zeros of the associated switching function and smoothness of the data. The results provide a basis for investigation of various approximation methods and are applied in this paper for convergence analysis of a Newton-type method.
en
Science Branch: 
Mathematik
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