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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| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_00223239_v159_n1_p1_Bonnans |
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todo:paper_00223239_v159_n1_p1_Bonnans2023-10-03T14:31:06Z First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations Bonnans, J.F. de la Vega, C. Dupuis, X. 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. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar 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 |
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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 Bonnans, J.F. de la Vega, C. Dupuis, X. 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. |
| format |
JOUR |
| author |
Bonnans, J.F. de la Vega, C. Dupuis, X. |
| author_facet |
Bonnans, J.F. de la Vega, C. Dupuis, X. |
| author_sort |
Bonnans, J.F. |
| 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 |
| url |
http://hdl.handle.net/20.500.12110/paper_00223239_v159_n1_p1_Bonnans |
| work_keys_str_mv |
AT bonnansjf firstandsecondorderoptimalityconditionsforoptimalcontrolproblemsofstateconstrainedintegralequations AT delavegac firstandsecondorderoptimalityconditionsforoptimalcontrolproblemsofstateconstrainedintegralequations AT dupuisx firstandsecondorderoptimalityconditionsforoptimalcontrolproblemsofstateconstrainedintegralequations |
| _version_ |
1807324525958791168 |