<div class="csl-bib-body">
<div class="csl-entry">Preininger, J., Scarinci, T., & Veliov, V. M. (2017). <i>Metric regularity properties in bang-bang type linear-quadratic optimal control problems.</i> (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</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/146874
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dc.description.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
dc.language.iso
en
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dc.publisher
Vienna University of Technology, Institute of Statistics and Mathematical Methods in Economics, Operations Research and Control Systems
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dc.relation.ispartofseries
ORCOS (Operations Research and Control Systems Theory)
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dc.subject
Applied Mathematics
en
dc.subject
Analysis
en
dc.subject
Numerical Analysis
en
dc.subject
stability analysis
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dc.subject
optimal control
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dc.subject
linear control systems
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dc.subject
metric regularity
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dc.subject
Geometry and Topology
en
dc.subject
Statistics and Probability
en
dc.subject
variational analysis
en
dc.subject
bang-bang controls
en
dc.subject
Newton´s method
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dc.title
Metric regularity properties in bang-bang type linear-quadratic optimal control problems.
en
dc.type
Bericht
de
dc.type
Report
en
dc.relation.issn
2521-313x
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dc.type.category
Research Report
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dc.publisher.place
Vienna, Austria
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tuw.peerreviewed
false
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tuw.relation.ispartofseries
ORCOS (Operations Research and Control Systems Theory)
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tuw.publication.orgunit
E105-04 - Forschungsbereich Variationsrechnung, Dynamische Systeme und Operations Research
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dc.description.numberOfPages
24
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tuw.author.orcid
0000-0001-5576-6917
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dc.identifier.reportid
2017-07
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1010
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wb.facultyfocus
Wirtschaftsmathematik und Stochastik
de
wb.facultyfocus
Mathematical Methods in Economics and Stochastics
en
wb.facultyfocus.faculty
E100
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item.grantfulltext
restricted
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item.openairecristype
http://purl.org/coar/resource_type/c_18ws
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item.openairetype
research report
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item.languageiso639-1
en
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item.cerifentitytype
Publications
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item.fulltext
no Fulltext
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crisitem.author.dept
E192-02 - Forschungsbereich Databases and Artificial Intelligence
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crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik
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crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik
