Applied Mathematics and Optimization, Vol.55, No.2, 255-271, 2007
Sufficient optimality conditions in stability analysis for state-constrained optimal control
A family of parametric linear-quadratic optimal control problems is considered. The problems are subject to state constraints. It is shown that if weak second-order sufficient optimality conditions and standard constraint qualifications are satisfied at the reference point, then, for small perturbations of the parameter, there exists a locally unique stationary point, corresponding to a solution. This point is a Lipschitz continuous function of the parameter.
Keywords:linear-quadratic optimal control;state constraints;parametric problems;Lipschitzian stability;second-order sufficient conditions