Sensitivity analysis for discrete optimal control problems

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

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Year of publication:	2006
Authors:	Marinković, Boban
Published in:	Computational Statistics. - Springer. - Vol. 63.2006, 3, p. 513-524
Publisher:	Springer
Subject:	Discrete optimal control \| Mathematical programming \| Regularity \| Sensitivity analysis

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010759592