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

  • Joseph Frédéric Bonnans
    • Categories Control Applications, Infinite Dimensional Optimization, Systems governed by Differential Equations Optimization Tags , , Short URL: https://optimization-online.org/?p=11096

    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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