inria-00465660, version 1
Lipschitz solutions of optimal control problems with state constraints of arbitrary order
Mathematics and its Applications / Annals of AOSR 2, 1 (2010) 78-98
Résumé : 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.
- 1 : Commands (INRIA Saclay - Ile de France)
- INRIA – CNRS : UMR7641 – Polytechnique - X – ENSTA ParisTech
- Domaine : Mathématiques/Optimisation et contrôle
- Mots-clés : Optimal control – state constraints – alternative optimality conditions.
- Référence interne : RR-7229
- inria-00465660, version 1
- http://hal.inria.fr/inria-00465660
- oai:hal.inria.fr:inria-00465660
- Contributeur : J. Frederic Bonnans
- Soumis le : Samedi 20 Mars 2010, 16:12:24
- Dernière modification le : Vendredi 14 Octobre 2011, 09:43:08
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