Lipschitz Continuity of the Value Function in Mixed-Integer Optimal Control Problems

• Published in: arXiv.org
• Main Authors: Gugat, Martin, Hante, Falk M
• Format: Paper Journal Article
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 10.01.2017
• Subjects: Banach spaces; Continuity (mathematics); Mathematics - Optimization and Control; Optimal control

We study the optimal value function for control problems on Banach spaces that involve both continuous and discrete control decisions. For problems involving semilinear dynamics subject to mixed control inequality constraints, one can show that the optimal value depends locally Lipschitz continuousl...