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Abstract:

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.

Registro:

Documento: Artículo
Título:First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations
Autor:Bonnans, J.F.; de la Vega, C.; Dupuis, X.
Filiación:Inria Saclay and CMAP, Ecole Polytechnique, 91128 Palaiseau, France
IMAS-CONICET and Departamento de Matemática, UBA, Buenos Aires, Argentina
Palabras clave:Integral equations; Optimal control; Second-order optimality conditions; State constraints
Año:2013
Volumen:159
Número:1
Página de inicio:1
Página de fin:40
DOI: http://dx.doi.org/10.1007/s10957-013-0299-3
Título revista:Journal of Optimization Theory and Applications
Título revista abreviado:J. Optim. Theory Appl.
ISSN:00223239
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_00223239_v159_n1_p1_Bonnans

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Citas:

---------- APA ----------
Bonnans, J.F., de la Vega, C. & Dupuis, X. (2013) . First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations. Journal of Optimization Theory and Applications, 159(1), 1-40.
http://dx.doi.org/10.1007/s10957-013-0299-3
---------- CHICAGO ----------
Bonnans, J.F., de la Vega, C., Dupuis, X. "First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations" . Journal of Optimization Theory and Applications 159, no. 1 (2013) : 1-40.
http://dx.doi.org/10.1007/s10957-013-0299-3
---------- MLA ----------
Bonnans, J.F., de la Vega, C., Dupuis, X. "First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations" . Journal of Optimization Theory and Applications, vol. 159, no. 1, 2013, pp. 1-40.
http://dx.doi.org/10.1007/s10957-013-0299-3
---------- VANCOUVER ----------
Bonnans, J.F., de la Vega, C., Dupuis, X. First- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations. J. Optim. Theory Appl. 2013;159(1):1-40.
http://dx.doi.org/10.1007/s10957-013-0299-3