First and second order optimality conditions for optimal control problems of state constrained integral equations
Optimization and Control
2013-10-17 v2
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 and second-order necessary conditions of optimality are obtained, as well as second-order sufficient conditions.
Cite
@article{arxiv.1205.3614,
title = {First and second order optimality conditions for optimal control problems of state constrained integral equations},
author = {J. Frédéric Bonnans and Constanza De La Vega and Xavier Dupuis},
journal= {arXiv preprint arXiv:1205.3614},
year = {2013}
}