Optimal control of state constrained integral equations

We consider the optimal control problem of a class of integral equations with initial and final state constraints, as well as running state constraints. We prove Pontryagin's principle, and study the continuity of the optimal control and of the measure associated with first order state constrai...

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Publicado: 2010
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Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_09276947_v18_n3-4_p307_Bonnans
http://hdl.handle.net/20.500.12110/paper_09276947_v18_n3-4_p307_Bonnans
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Sumario:We consider the optimal control problem of a class of integral equations with initial and final state constraints, as well as running state constraints. We prove Pontryagin's principle, and study the continuity of the optimal control and of the measure associated with first order state constraints. We also establish the Lipschitz continuity of these two functions of time for problems with only first order state constraints. © Springer Science+Business Media B.V. 2010.