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

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.

Bibliographic Details
Main Author: Maria do Rosário de Pinho (author)
Other Authors: Ilya Shvartsman (author)
Format: article
Language:eng
Published: 2011
Subjects:
Online Access:https://hdl.handle.net/10216/91850
Country:Portugal
Oai:oai:repositorio-aberto.up.pt:10216/91850