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Duality theory for state-constrained control problems governed by a first order PDE system

Pickenhain S.

Control and Cybernetics

2002

Vol. 31, no 3

833-845

In this paper we prove weak and strong duality results for optimal control problems with multiple integrals, first-order partial differential equations and state constraints. We formulate conditions under which the sequence of canonical variables [y^epsilon] in the [epsilon]-maximum principle, proved in Pickenhain and Wagner (2000), form a maximizing sequence in the dual problem.