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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Bibliographic Details
Authors: Frederic, Bonnas Joseph, Sanchez Fernandez de la Vega, Constanza Mariel, Dupuis, Xavier
Format: article
Status:Published version
Publication Date:2013
Country:Argentina
Institution:Consejo Nacional de Investigaciones Científicas y Técnicas
Repository:CONICET Digital (CONICET)
Language:English
OAI Identifier:oai:ri.conicet.gov.ar:11336/88816
Online Access:http://hdl.handle.net/11336/88816
Access Level:Open access
Keyword:INTEGRAL EQUATIONS
OPTIMAL CONTROL
SECOND-ORDER OPTIMALITY CONDITIONS
STATE CONSTRAINTS
https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
Description
Summary: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.