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First and second order optimality conditions for optimal control problems of state constrained integral equations

J. Frederic Bonnans(frederic.bonnans***at***inria.fr)
Constanza De La Vega(csfvega***at***dm.uba.ar)
Xavier Dupuis(xavier.dupuis***at***cmap.polytechnique.fr)

Abstract: This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with constraints of arbitrary high orders. First and second-order necessary conditions of optimality are obtained, as well as second-order sufficient conditions.

Keywords: optimal control; integral equations; state constraints; second-order optimality conditons

Category 1: Infinite Dimensional Optimization

Citation: Published as Inria report number 7961, May 2012; hal.inria.fr/hal-00697504

Download: [Postscript][PDF]

Entry Submitted: 05/16/2012
Entry Accepted: 05/16/2012
Entry Last Modified: 05/16/2012

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