Theory of constructing optimal controllers in oscillatory systems under conditions of incomplete information (Q1335733)

An optimal control problem for systems of differential equations with delays with a quadratic performance functional is considered. The output is considered as a linear function of the state and its derivative. The initial state is assumed unknown. The system is said to be ideally observable if the state can be restored from the output. For these kind of systems one claimes -- without proof -- the existence and uniqueness of the solution for the optimal control problem.