This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with constraints of arbitrary high orders. First-order necessary conditions of optimality are given by the description of the set of Lagrange multipliers. Second-order necessary conditions are expressed by the nonnegativity of the supremum of some quadratic forms. Second-order sufficient conditions are also obtained in the case where these quadratic forms are of Legendre type. © 2013 Springer Science+Business Media New York.
Bonnans, J. Frédéric; De la Vega, Constanza; Dupuis, Xavier. (2013). First- and second-order optimality conditions for optimal control problems of state constrained integral equations. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, (ISSN: 0022-3239), 159:1, 1-40. Doi: 10.1007/s10957-013-0299-3.
First- and second-order optimality conditions for optimal control problems of state constrained integral equations
DUPUIS, XAVIER
2013
Abstract
This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with constraints of arbitrary high orders. First-order necessary conditions of optimality are given by the description of the set of Lagrange multipliers. Second-order necessary conditions are expressed by the nonnegativity of the supremum of some quadratic forms. Second-order sufficient conditions are also obtained in the case where these quadratic forms are of Legendre type. © 2013 Springer Science+Business Media New York.| File | Dimensione | Formato | |
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