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Optimality and sensitivity for semilinear bang-bang type optimal control problems

Ursula Felgenhauer — 2004

International Journal of Applied Mathematics and Computer Science

In optimal control problems with quadratic terminal cost functionals and systems dynamics linear with respect to control, the solution often has a bang-bang character. Our aim is to investigate structural solution stability when the problem data are subject to perturbations. Throughout the paper, we assume that the problem has a (possibly local) optimum such that the control is piecewise constant and almost everywhere takes extremal values. The points of discontinuity are the switching points. In...

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