Lipschitz continuity of the optimal control

• Type: Article in International Conference Proceedings Book
• Date: 2000

Authors

Margarida Ferreira (Author) FEUP; R. Vinter (Author) Other

Conference proceedings International

Title: Proceedings of the IASTED Internacional Conference, Control and Applications (CA2000)

Pages: 19-23

IASTED Internacional Conference, Control and Applications (CA2000)

Cancun, Mexico, 24 a 27 de Maio 2000

Other information

Resumo (PT): For a very large class of linear quadratic optimal control problems without state constraints and with free control variables, the Lipschitz continuity of optimal solutions can be deduced easily. The particular form necessary conditions take in those cases leads us to conclude such regularity. However when state constraints are present such behavior is no longer expected. When the optimal trajectory hits the boundary of the state constraint region and changes abruptly in direction the optimal control would be discontinuous. We consider a certain class of optimal control problems with state constraints and prove that, for such class, it is still possible to guarantee the Lipschitz continuity of the optimal control function. In these cases the optimal trajectory hits the boundary of the state constraint region tangentially and no abrupt changes happen.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 5