Metric sub-regularity in optimal control of affine problems with free end state^*

¹ Systems Research Institute, Polish Academy of Sciences, Warszawa, Poland.
² Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria.

^** Corresponding author: vladimir.veliov@tuwien.ac.at

Received: 19 March 2019
Accepted: 14 July 2019

Abstract

The paper investigates the property of Strong Metric sub-Regularity (SMsR) of the mapping representing the first order optimality system for a Lagrange-type optimal control problem which is affine with respect to the control. The terminal time is fixed, the terminal state is free, and the control values are restricted in a convex compact set U. The SMsR property is associated with a reference solution of the optimality system and ensures that small additive perturbations in the system result in solutions which are at distance to the reference one, at most proportional to the size of the perturbations. A general sufficient condition for SMsR is obtained for appropriate space settings and then specialized in the case of a polyhedral set U and purely bang-bang reference control. Sufficient second-order optimality conditions are obtained as a by-product of the analysis. Finally, the obtained results are utilized for error analysis of the Euler discretization scheme applied to affine problems.