• 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