Lipschitz continuity of optimal control and Lagrange multipliers ina problem with mixed and pure state constraints

Maria do Rosário de Pinho; Ilya Shvartsman

doi:10.3934/dcds.2011.29.505

Article Contents

2011, Volume 29, Issue 2: 505-522. Doi: 10.3934/dcds.2011.29.505

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Lipschitz continuity of optimal control and Lagrange multipliers in a problem with mixed and pure state constraints

Maria do Rosário de Pinho^1, and
Ilya Shvartsman^2,

1.
Faculdade de Engenharia da Universidade do Porto, Department of Electrical Engineering and Computers, Porto
2.
Department of Mathematics and Computer Science, Penn State Harrisburg, Middletown, PA 17057

Received: August 31, 2009

Revised: March 31, 2010

Published: May 2011

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Abstract

In this paper we report conditions ensuring Lipschitz continuity of optimal control and Lagrange multipliers for a dynamic optimization problem with inequality pure state and mixed state-control constraints.

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Mathematics Subject Classification: Primary: 49K15, 49K40.

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References

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