Hölder continuity of minimizers for the state constrained Boza problem

Abstract

AbstractRegularity of minimizers for the Bolza optimal control problem has been extensively studied by several authors (cf. For instance [2–5] and the references contained therein). Here we give a generalization of some results of [5] by using an approach introduced in [3]. We consider a Bolza problem under state constraints and show that, if the Hamiltonian function is smooth enough and enjoys some monotonicity properties, then both the adjoint state and optimal trajectory enjoy Hölder type regularity. We also provide sufficient conditions for Hölder regularity of optimal controls. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)