A new approach to Lipschitz continuity in state constrained optimal control

DOI10.1016/S0167-6911(98)00043-7zbMath0988.49017MaRDI QIDQ1274626

William W. Hager, Asen L. Dontchev

Publication date: 12 January 1999

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

optimal controlregularitystate constraintsdiscrete approximationsEuler discretization

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Discrete approximations in optimal control (49M25)

Related Items

Regularity properties of constrained set-valued mappings, Extension of switch point algorithm to boundary-value problems, Convergence Rate for a Gauss Collocation Method Applied to Constrained Optimal Control, Solving higher index DAE optimal control problems, Hölder continuity of adjoint states and optimal controls for state constrained problems, Regularity properties of optimal controls for problems with time-varying state and control constraints, On the regularity of optimal controls for a class of problems with state constraints, Connections between the covector mapping theorem and convergence of pseudospectral methods for optimal control, Convergence rate for a Radau hp collocation method applied to constrained optimal control, Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints, Some comments on DAE theory for IRK methods and trajectory optimization, The Euler approximation in state constrained optimal control

Cites Work

• Regularity properties of solutions to linear quadratic optimal control problems with state constraints
• Perturbations, approximations and sensitivity analysis of optimal control systems
• On regularity properties of extremal controls
• Lipschitz Continuity for Constrained Processes
• Error Estimates for a Discrete Approximation to Constrained Control Problems
• Lagrange Duality Theory for Convex Control Problems
• Lipschitzian Stability for State Constrained Nonlinear Optimal Control
• The Euler approximation in state constrained optimal control
• Lipschitzian Stability in Nonlinear Control and Optimization
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