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

J. Frederic Bonnans (1)

1 Commands - Control, Optimization, Models, Methods and Applications for Nonlinear Dynamical Systems

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.

Mots clés: Optimal control; state constraints; alternative optimality conditions.; alternative optimality conditions

Domaines: Optimisation et contrôle [math.OC]

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⟩