On the sensitivity of optimal control solutions

@inproceedings{Baum1980OnTS,
  title={On the sensitivity of optimal control solutions},
  author={Christopher F. Baum},
  year={1980}
}
Abstract In solving the closed-loop optimal control problem, little knowledge exists regarding that solution's sensitivity to (a) the target values chosen, and (b) the forecasted values of exogenous variables. This note discusses a method by which those sensitivities may be analytically expressed and readily calculated. 

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