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First and second order optimality conditions for optimal control problems of state constrained integral equations
J. Frédéric Bonnans 1, 2, Constanza De La Vega 3, 4, Xavier Dupuis 1, 2
(05/2012)

This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with constraints of arbitrary high orders. First and second-order necessary conditions of optimality are obtained, as well as second-order sufficient conditions.
1 :  Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP)
Polytechnique - X – CNRS : UMR7641
2 :  COMMANDS (INRIA Saclay - Ile de France)
INRIA – CNRS : UMR7641 – Polytechnique - X – ENSTA ParisTech
3 :  Departamento de Matemática (DM-UBA)
Universidad de Buenos Aires
4 :  Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET)
University of Buenos Aires
Mathématiques/Optimisation et contrôle
optimal control – integral equations – state constraints – second-order optimality conditons
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