Kazik Malanowski (Polish Academy of Sciences, Poland)
Title: Stability and Sensitivity Analysis for Optimal Control Problems
Abstract: In stability and sensitivity analysis a parameter dependent family of optimal control problems is considered and local properties (Lipschitz continuity and directional differentiability) of the solutions treated as functions of parameter are investigated. The main difficulties in such an analysis is the nonsmoothness of the problems connected with the presence of inequality type constraints. In this talk a short outline of the methodology used in stability and sensitivity analysis for abstract cone-constrained optimization problems is presented and its application to optimal control problems for systems described by nonlinear ODEs, subject to control and state constraints, is discussed.