Optimal control of state constrained integral equations

J. Frederic Bonnans 1 Constanza de la Vega 2
1 Commands - Control, Optimization, Models, Methods and Applications for Nonlinear Dynamical Systems
UMA - Unité de Mathématiques Appliquées, Inria Saclay - Ile de France, CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
Abstract : We consider the optimal control problem of a class of integral equations with initial and final state constraints, as well as running state coinstraints. We prove Pontryagin's principle, and study the continuity of the optimal control and of the measure associated with first order state constraints. We also establish the Lipschitz continuity of these two functions of time for problems with only first order state constraints.
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J. Frederic Bonnans, Constanza de la Vega. Optimal control of state constrained integral equations. Set-Valued and Variational Analysis, Springer, 2010, 18 (3), pp.307-326. ⟨inria-00473952⟩

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