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arXiv · 1205.3614

First and second order optimality conditions for optimal control problems of state constrained integral equations

J. Frédéric Bonnans·Constanza De La Vega·Xavier Dupuis
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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.

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J. Frédéric Bonnans, Constanza De La Vega, Xavier Dupuis. 2012-06-06. First and second order optimality conditions for optimal control problems of state constrained integral equations. https://doi.org/10.1007/s10957-013-0299-3

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