Lipschitz continuity of the measure Lagrange multiplier from the maximum principle for optimal control problems with state constraints of equality and inequality type
Vestnik rossijskih universitetov. Matematika, Tome 22 (2017) no. 3, pp. 508-516
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Properties of regular extremals in optimal control problems with equality and inequality state constraints are studied. It is proved that, under the regularity conditions, the strengthened Legendre condition implies Lipschitz continuity of the measure Lagrange multiplier from the maximum principle.
Keywords:
optimal control, maximum principle, state constraints
Mots-clés : Legendre condition.
Mots-clés : Legendre condition.
@article{VTAMU_2017_22_3_a1,
author = {A. V. Gorbacheva and D. Yu. Karamzin},
title = {Lipschitz continuity of the measure {Lagrange} multiplier from the maximum principle for optimal control problems with state constraints of equality and inequality type},
journal = {Vestnik rossijskih universitetov. Matematika},
pages = {508--516},
publisher = {mathdoc},
volume = {22},
number = {3},
year = {2017},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VTAMU_2017_22_3_a1/}
}
TY - JOUR AU - A. V. Gorbacheva AU - D. Yu. Karamzin TI - Lipschitz continuity of the measure Lagrange multiplier from the maximum principle for optimal control problems with state constraints of equality and inequality type JO - Vestnik rossijskih universitetov. Matematika PY - 2017 SP - 508 EP - 516 VL - 22 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VTAMU_2017_22_3_a1/ LA - ru ID - VTAMU_2017_22_3_a1 ER -
%0 Journal Article %A A. V. Gorbacheva %A D. Yu. Karamzin %T Lipschitz continuity of the measure Lagrange multiplier from the maximum principle for optimal control problems with state constraints of equality and inequality type %J Vestnik rossijskih universitetov. Matematika %D 2017 %P 508-516 %V 22 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/VTAMU_2017_22_3_a1/ %G ru %F VTAMU_2017_22_3_a1
A. V. Gorbacheva; D. Yu. Karamzin. Lipschitz continuity of the measure Lagrange multiplier from the maximum principle for optimal control problems with state constraints of equality and inequality type. Vestnik rossijskih universitetov. Matematika, Tome 22 (2017) no. 3, pp. 508-516. http://geodesic.mathdoc.fr/item/VTAMU_2017_22_3_a1/