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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Publicado: 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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spelling 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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