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| HAL: hal-00697504, version 1 |
| arXiv: 1205.3614 |
| See detailed view |  BibTeX,EndNote,... |
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| First and second order optimality conditions for optimal control problems of state constrained integral equations |
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| J. Frédéric Bonnans 1, 2Constanza De La Vega 3, 4 |
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| (2012-05) |
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| 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 and second-order necessary conditions of optimality are obtained, as well as second-order sufficient conditions. |
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| 1: | Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP) |
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Polytechnique - X – CNRS : UMR7641 |
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| 2: | COMMANDS (INRIA Saclay - Ile de France) |
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INRIA – CNRS : UMR7641 – Polytechnique - X – ENSTA ParisTech |
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| 3: | Departamento de Matemática (DM-UBA) |
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Universidad de Buenos Aires |
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| 4: | Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET) |
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University of Buenos Aires |
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| Domain | : | Mathematics/Optimization and Control |
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| optimal control – integral equations – state constraints – second-order optimality conditons |
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| Attached file list to this document: | ||||||||||
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| hal-00697504, version 1 | |
| http://hal.inria.fr/hal-00697504 | |
| oai:hal.inria.fr:hal-00697504 | |
| From: Xavier Dupuis | |
| Submitted on: Wednesday, 6 June 2012 08:56:40 | |
| Updated on: Wednesday, 6 June 2012 09:29:54 | |
