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Digitale Medien

On sensitivity in optimal control problems (1974)

Peterson, D. W.

Springer

Journal of optimization theory and applications 13 (1974), S. 56-73

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ISSN: 1573-2878

Schlagwort(e): Sensitivity analysis ; control theory ; mathematical programming ; method of multipliers ; Banach spaces

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Abstract Two types of interpretations of multipliers in both static and dynamic optimization problems are described. It is snown that the Lagrange multipliers encountered in mathematical programming problems and the auxiliary functions arising in Pontryagintype optimal control problems sometimes have highly analogous interpretations as rates of change of the optimal attainable value of an objective function, or in some cases as bounds on average rates of change.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF00935609

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