Regularity properties of optimal controls for problems with time-varying state and control constraints
File(s)publishedNLAnal_corrected.pdf (214.55 KB)
Accepted version
Author(s)
Shvartsman, IA
Vinter, RB
Type
Journal Article
Abstract
In this paper we report new results. on the regularity of optimal controls for dynamic optimization problems with functional inequality state constraints, a convex time-dependent control constraint and a coercive cost function. Recently, it has been shown that the linear independence condition on active state constraints, present in the earlier literature, can be replaced by a less restrictive, positive linear independence condition, that requires linear independence merely with respect to non-negative weighting parameters, provided the control constraint set is independent of the time variable. We show that, if the control constraint set, regarded as a time-dependent multifunction, is merely Lipschitz continuous with respect to the time variable, then optimal controls can fail to be Lipschitz continuous. In these circumstances, however, a weaker Holder continuity-like regularity property can be established. On the other hand, Lipschitz continuity of optimal controls is guaranteed for time-varying control sets under a positive linear independence hypothesis, when the control constraint sets are described, at each time, by a finite collection of functional inequalities.. (c) 2005 Published by Elsevier Ltd.
Version
Accepted version
Date Issued
2006-07-15
Citation
NONLINEAR ANAL-THEOR, 2006, 65 (2), pp.448-474
ISSN
0362-546X
Publisher
PERGAMON-ELSEVIER SCIENCE LTD
Start Page
448
End Page
474
Journal / Book Title
NONLINEAR ANAL-THEOR
Volume
65
Issue
2
Copyright Statement
© 2006 Elsevier B.V. This is the author's version of a work that was accepted for publication in Nonlinear Analysis: Theory, Methods & Applications. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Nonlinear Analysis: Theory, Methods & Applications
, volume 65, issue 2 (July 2006). doi:10.1016/j.na.2005.07.041
, volume 65, issue 2 (July 2006). doi:10.1016/j.na.2005.07.041
Source Volume Number
65
Subjects
optimal control
Lipschitz controls
normal necessary conditions