ESAIM Control Optimisation and Calculus of Variations · 1998 · 15 citations · 5 references
Natural SciencesIndustrial EngineeringMarkov Decision ProcessesOptimizationProcess ControlConstrained OptimizationControl TheoryLinear ProgrammingOptimal ControlOptimization TheoryVariational InequalitiesConstrained ControlLagrange MultipliersState-constrained Optimal Control
The regularity of Lagrange multipliers for state-constrained optimal control problems belongs to the basic questions of control theory. Here, we investigate bottleneck problems arising from optimal control problems for PDEs with certain mixed control-state inequality constraints. We show how to obtain Lagrange multipliers in Lp spaces for linear problems and give an application to linear parabolic optimal control problems.
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