Lipschitz solutions of optimal control problems with state constraints of arbitrary order
Joseph Frédéric Bonnans(Frederic.Bonnansinria.fr)
Abstract: In this paper we generalize to an arbitrary order, under minimal hypotheses, some sufficient conditions for Lipschitz continuity of the solution of a state constrained optimal control problems. The proof combines the approach by Hager in 1979 for dealing with first-order state constraints, and the high-order alternative formulation of the optimality conditions.
Keywords: optimal control, state constraints, alternative optimality system
Category 1: Applications -- Science and Engineering (Control Applications )
Category 2: Infinite Dimensional Optimization
Category 3: Nonlinear Optimization (Systems governed by Differential Equations Optimization )
Citation: Published as INRIA Research Report 7229, March 2010. The final version will appear in Mathematics and its Applications / Annals of AOSR 2 (2010).
Entry Submitted: 03/20/2010
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