Lipschitz continuity of optimal control and lagrange multipliers in a problem with mixed and pure state constraints

Maria Do Rosário De Pinho, Ilya Shvartsman

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

In this paper we report conditions ensuring Lipschitz continuity of optimal control and Lagrange multipliers for a dynamic optimization problem with inequality pure state and mixed state-control constraints.

Original languageEnglish (US)
Pages (from-to)505-522
Number of pages18
JournalDiscrete and Continuous Dynamical Systems
Volume29
Issue number2
DOIs
StatePublished - Feb 2011

All Science Journal Classification (ASJC) codes

  • Analysis
  • Discrete Mathematics and Combinatorics
  • Applied Mathematics

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