CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria Saclay - Ile de France, UMA - Unité de Mathématiques Appliquées, X - École polytechnique, CNRS - Centre National de la Recherche Scientifique : UMR7641
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.
https://hal.inria.fr/inria-00465660
Contributeur : J. Frederic Bonnans
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Soumis le : samedi 20 mars 2010 - 16:12:24
Dernière modification le : jeudi 10 mai 2018 - 02:05:48
Document(s) archivé(s) le : mardi 22 juin 2010 - 10:55:42
J. Frederic Bonnans. Lipschitz solutions of optimal control problems with state constraints of arbitrary order. Mathematics and its Applications / Annals of AOSR, AOSR, 2010, 2 (1), pp.78-98. 〈inria-00465660〉
