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On the convergence of the dual variables in optimal control problems

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Abstract

The coefficients of the plant are perturbed in an abstract, linear, convex problem on a Hilbert space. Necessary and sufficient conditions are obtained about the perturbations for the continuous dependence of the adjoint variables on the coefficients of the plant. An application is given to the optimal control of ordinary differential equations.

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Authors and Affiliations

  1. Institute of Mathematics, Faculty of Science, University of Genova, Genova, Italy

    M. L. Bennati (Assistant Professor)

Authors
  1. M. L. Bennati
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Communicated by R. Conti

This work was supported by CNR-CNAFA, Rome, Italy.

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Bennati, M.L. On the convergence of the dual variables in optimal control problems. J Optim Theory Appl 34, 263–278 (1981). https://doi.org/10.1007/BF00935476

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  • DOI: https://doi.org/10.1007/BF00935476

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