화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.34, No.2, 407-427, 1996
Epsilon-Maximum Principle of Pontryagin Type and Perturbation Analysis of Convex Optimal-Control Problems
In this paper we study the first-order behaviour of the optimal-value function associated with a convex parametric problem of optimal control. A formula for the subdifferential of the optimal-value function is derived without assuming the existence of optimal solutions to the unperturbed problem. The so-called epsilon-maximum principle is a key ingredient in the writing of our main sensitivity result.