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Stability and sensitivity analysis for optimal control problems with a first-order state constraint and application to continuation methods

Joseph Frédéric BonnansAudrey Hermant — 2008

ESAIM: Control, Optimisation and Calculus of Variations

The paper deals with an optimal control problem with a scalar first-order state constraint and a scalar control. In presence of (nonessential) touch points, the arc structure of the trajectory is not stable. Under some reasonable assumptions, we show that boundary arcs are structurally stable, and that touch point can either remain so, vanish or be transformed into a single boundary arc. Assuming a weak second-order optimality condition (equivalent to uniform quadratic growth), stability and...

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