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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| Sumario: | 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. |
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