Sensitivity analysis in dynamic optimization

A.H. Evers

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    To find the optimal control of chemical processes, Pontryagin's minimum principle can be used. In practice, however, one is not only interested in the optimal solution, which satisfies the restrictions on the control, the initial and terminal conditions, and the process parameters. It is also important to known how the optimal control and the minimum value of the objective function change, due to small variations in all the restrictions and the parameters. It is shown how to determine the effect of these variations directly from the optimal solution. This saves computer time, compared with the more traditional sensitivity analysis based on computing the optimal control for every single variation considered. The theory is applied to a chemical process.
    Original languageUndefined
    Pages (from-to)17-37
    JournalJournal of optimization theory and applications
    Issue number1
    Publication statusPublished - 1980


    • Optimal Control
    • Pontryagin's minimum principle
    • Dynamic Optimization
    • Sensitivity analysis
    • near-optimal control
    • IR-85587

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