Tambov University Reports. Series: Natural and Technical Sciences, 2017 Volume 22, Issue 3,Pages 508–516(Mi vtamu107)
Scientific articles
Lipschitz continuity of the measure Lagrange multiplier from the maximum principle for optimal control problems with state constraints of equality and inequality type
Abstract:
Properties of regular extremals in optimal control problems with equality and inequality state constraints are studied. It is proved that, under the regularity conditions, the strengthened Legendre condition implies Lipschitz continuity of the measure Lagrange multiplier from the maximum principle.
Keywords:optimal control, maximum principle, state constraints, Legendre condition.