Addendum to “regularity properties of solutions to linear quadratic optimal control problems with state constraints” [systems control lett. 30 (1997) 265–272]

Regularity properties of solutions to li

Regularity properties of solutions to linear quadratic optimal control problems with state constraints

✍ F.H. Clarke; Y. Ledyaev; R.B. Vinter 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 372 KB

We establish regularity properties of solutions of linear quadratic optimal control problems involving state inequality constraints. Under simply stated and directly verifiable hypotheses on the data, it is shown that if the state constraint has index k > 0 then the o ~timal control ~ is k times dif