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Sensitivity,controllability, and necessary conditions of optimal control problems governed by integral equations
Authors:A. Yezza
Affiliation:(1) Centre de recherche sur les transports (C.R.T.), and Département d'informatique et recherche opérationnelle, Université de Montréal, C.P. 6128 succ. A, H3C 3J7 Montréal, Canada
Abstract:
Infinite-dimensional perturbations in all constraints of an optimal control problem governed by a Volterra integral equation with the presence of a state constraint are considered. These perturbations give rise to a value function, whose analysis through the proximal normal technique provides sensitivity, controllability, and even necessary conditions for the basic problem. Actually all information about the value function is contained in Clarke's normal cone of its epigraph, which can be characterized by the proximal normal formula.
Keywords:Optimal control  State constraint  Volterra integral equation  Necessary conditions  Controllability  Sensitivity  Value function  Proximal normal analysis  Proximal analysis
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