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Journal Articles Mathematics and its Applications: Annals of the Academy of Romanian Scientists Year : 2010

Lipschitz solutions of optimal control problems with state constraints of arbitrary order

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.
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Dates and versions

inria-00465660 , version 1 (20-03-2010)

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  • HAL Id : inria-00465660 , version 1

Cite

J. Frederic Bonnans. Lipschitz solutions of optimal control problems with state constraints of arbitrary order. Mathematics and its Applications: Annals of the Academy of Romanian Scientists, 2010, 2 (1), pp.78-98. ⟨inria-00465660⟩
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