In optimal control, sensitivity relations are usually understood as inclusions that identify the pair formed by the dual arc and the Hamiltonian as a suitable generalized gradient of the value function, evaluated along a given minimizing trajectory. In this paper, sensitivity relations are obtained for the Mayer problem associated with the differential inclusion
DOI : 10.1051/cocv/2014050
Mots-clés : Mayer problem, differential inclusions, optimality conditions, sensitivity relations
@article{COCV_2015__21_3_789_0, author = {Cannarsa, Piermarco and Frankowska, H\'el\`ene and Scarinci, Teresa}, title = {Sensitivity relations for the {Mayer} problem with differential inclusions}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {789--814}, publisher = {EDP-Sciences}, volume = {21}, number = {3}, year = {2015}, doi = {10.1051/cocv/2014050}, mrnumber = {3358630}, zbl = {1319.49036}, language = {en}, url = {https://www.numdam.org/articles/10.1051/cocv/2014050/} }
TY - JOUR AU - Cannarsa, Piermarco AU - Frankowska, Hélène AU - Scarinci, Teresa TI - Sensitivity relations for the Mayer problem with differential inclusions JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2015 SP - 789 EP - 814 VL - 21 IS - 3 PB - EDP-Sciences UR - https://www.numdam.org/articles/10.1051/cocv/2014050/ DO - 10.1051/cocv/2014050 LA - en ID - COCV_2015__21_3_789_0 ER -
%0 Journal Article %A Cannarsa, Piermarco %A Frankowska, Hélène %A Scarinci, Teresa %T Sensitivity relations for the Mayer problem with differential inclusions %J ESAIM: Control, Optimisation and Calculus of Variations %D 2015 %P 789-814 %V 21 %N 3 %I EDP-Sciences %U https://www.numdam.org/articles/10.1051/cocv/2014050/ %R 10.1051/cocv/2014050 %G en %F COCV_2015__21_3_789_0
Cannarsa, Piermarco; Frankowska, Hélène; Scarinci, Teresa. Sensitivity relations for the Mayer problem with differential inclusions. ESAIM: Control, Optimisation and Calculus of Variations, Tome 21 (2015) no. 3, pp. 789-814. doi : 10.1051/cocv/2014050. https://www.numdam.org/articles/10.1051/cocv/2014050/
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