We provide sufficient conditions for the existence and Lipschitz continuity of solutions to the constrained Bolza optimal control problem. Classical assumptions (such as superlinear growth conditions on the Lagrangian) are here replaced by conditions on the Hamiltonian that can be satisfied, for instance, by some Lagrangians with no growth. This paper extends our previous results in Existence and Lipschitz regularity of solutions to Bolza problems in optimal control to the state constrained case.
On Bolza optimal control problems with constraints
MARCHINI, ELSA MARIA
2009-01-01
Abstract
We provide sufficient conditions for the existence and Lipschitz continuity of solutions to the constrained Bolza optimal control problem. Classical assumptions (such as superlinear growth conditions on the Lagrangian) are here replaced by conditions on the Hamiltonian that can be satisfied, for instance, by some Lagrangians with no growth. This paper extends our previous results in Existence and Lipschitz regularity of solutions to Bolza problems in optimal control to the state constrained case.File in questo prodotto:
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