Applied Mathematics and Optimization, Vol.84, No.3, 3517-3545, 2021
Sensitivity Analysis of Multi-objective Optimal Control Problems
Sensitivity analysis of multi-objective parametric optimal control problems with nonconvex cost functions and control constraints is given in this paper. By establishing an abstract result on the Mordukhovich subdifferential of the efficient point multifunction of a multi-objective parametric mathematical programming problem, we derive a formula for computing the Mordukhovich subdifferential of the efficient point multifunction to a multi-objective parametric optimal control problem.
Keywords:Multi-objective parametric optimal control problem;Efficient point multifunction;Mordukhovich normal cone;Mordukhovich subgradients;Mordukhovich subdifferential