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

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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Published as INRIA Research Report 7229, March 2010. The final version will appear in Mathematics and its Applications / Annals of AOSR 2 (2010).

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