Optimality Conditions for Convex State Constrained Optimal Control Problems with Discontinuous States
Please always quote using this URN: urn:nbn:de:0297-zib-10342
- We discuss first order optimality conditions for state constrained optimal control problems. Our concern is the treatment of problems, where the solution of the state equation is not known to be continuous, as in the case of boundary control in three space dimensions or optimal control with parabolic partial differential equations. We show existence of measure valued Lagrangian multipliers, which have just enough additional regularity to be applicable to all possibly discontinuous solutions of the state equation.
Author: | Anton Schiela |
---|---|
Document Type: | ZIB-Report |
Tag: | optimal control; optimality conditions; state constraints |
MSC-Classification: | 49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49Kxx Optimality conditions / 49K20 Problems involving partial differential equations |
Date of first Publication: | 2007/11/15 |
Series (Serial Number): | ZIB-Report (07-35) |
ISSN: | 1438-0064 |
ZIB-Reportnumber: | 07-35 |