Optimality conditions for bilevel optimal control problems with non-convex quasi-variational inequalities
Rachid El Idrissi, Lahoussine Lafhim, El Mostafa Kalmoun, Youssef Ouakrim · RAIRO - Operations Research · 2024
We establish Pontryagin optimality conditions for a generalized bilevel optimal control problem in which the leader is subject to a pure state inequality constraint, while the follower is governed by a non-convex quasi-variational inequality parameterized by the final state. To simplify the problem at hand, we convert it into a single-level optimal control problem by mapping the solution set of the quasi-variational inequality to a parametric optimization problem and employing the value function reformulation. Furthermore, we introduce certain regularity conditions to ensure that the derived maximum principle remains non-degenerate. Finally, we provide an illustrative example to elucidate our research findings.