Regularity of Optimal Controls for State Constrained Problems

Abstract

Conditions are given under which optimal controls are Lipschitz continuous, for dynamic optimization problems with functional inequality constraints. The linear independence condition on active state constraints, present in the earlier literature, can be replaced by a less restrictive, positive linear independence condition, that requires linear independence merely with respect to non-negative weighting parameters. Smoothness conditions on the data are also relaxed. A key part of the proof involves an analysis of the implications of first order optimality conditions in the form of a nonsmooth Maximum Principle.