DocumentCode
391012
Title
Lipschitz regularity of optimal controls
Author
Galbraith, Grant N. ; Vinter, Richard B.
Author_Institution
Imperial Coll., London, UK
Volume
3
fYear
2002
fDate
10-13 Dec. 2002
Firstpage
3121
Abstract
We report on new conditions under which minimizing controls are Lipschitz continuous, for dynamic optimization problems with first order state constraints and a coercive cost function. The novelty of this research concerns both the conditions themselves and the analytic techniques used to confirm them. We replace the linear independence condition involving active state constraints, present in the earlier literature, by the condition of positive linear independence, which requires linear independence merely with respect to non-negative weighting parameters. This is achieved by studying normal extremals, rather than by means of a perturbational analysis.
Keywords
maximum principle; minimisation; optimal control; optimisation; Lipschitz continuous controls; Lipschitz regularity; analytic techniques; coercive cost function; dynamic optimization problems; first order state constraints; minimizing controls; nonnegative weighting parameters; normal extremals; optimal controls; positive linear independence; Constraint optimization; Cost function; Educational institutions; Lifting equipment; Optimal control;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7516-5
Type
conf
DOI
10.1109/CDC.2002.1184348
Filename
1184348
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