First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations
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...
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2013
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Acceso en línea: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00223239_v159_n1_p1_Bonnans http://hdl.handle.net/20.500.12110/paper_00223239_v159_n1_p1_Bonnans |
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paper:paper_00223239_v159_n1_p1_Bonnans2023-06-08T14:49:18Z First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations Integral equations Optimal control Second-order optimality conditions State constraints 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. 2013 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00223239_v159_n1_p1_Bonnans http://hdl.handle.net/20.500.12110/paper_00223239_v159_n1_p1_Bonnans |
institution |
Universidad de Buenos Aires |
institution_str |
I-28 |
repository_str |
R-134 |
collection |
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
topic |
Integral equations Optimal control Second-order optimality conditions State constraints |
spellingShingle |
Integral equations Optimal control Second-order optimality conditions State constraints First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations |
topic_facet |
Integral equations Optimal control Second-order optimality conditions State constraints |
description |
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. |
title |
First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations |
title_short |
First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations |
title_full |
First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations |
title_fullStr |
First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations |
title_full_unstemmed |
First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations |
title_sort |
first- and second-order optimality conditions for optimal control problems of state constrained integral equations |
publishDate |
2013 |
url |
https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00223239_v159_n1_p1_Bonnans http://hdl.handle.net/20.500.12110/paper_00223239_v159_n1_p1_Bonnans |
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1768545681917607936 |