State constrained optimal control problems with states of low regularity
Please always quote using this URN: urn:nbn:de:0297-zib-509
- We consider first order optimality conditions for state constrained optimal control problems. In particular we study the case where the state equation has not enough regularity to admit existence of a Slater point in function space. We overcome this difficulty by a special transformation. Under a density condition we show existence of Lagrange multipliers, which have a representation via measures and additional regularity properties.
Author: | Anton Schiela |
---|---|
Document Type: | ZIB-Report |
Tag: | optimal control; optimality conditions; state constraints |
MSC-Classification: | 49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49Kxx Optimality conditions / 49K20 Problems involving partial differential equations |
Date of first Publication: | 2008/06/17 |
Series (Serial Number): | ZIB-Report (08-24) |
ISSN: | 1438-0064 |
ZIB-Reportnumber: | 08-24 |
Published in: | Appeared in: SIAM J. on Control and Optimization 48(4): 2407-2432 (2009) |