Dual optimal control problems with time-delay (Q1338064)

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scientific article; zbMATH DE number 687985
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Dual optimal control problems with time-delay
scientific article; zbMATH DE number 687985

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    Dual optimal control problems with time-delay (English)
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    17 November 1994
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    The paper is concerned with convex optimal control problems with time- delay. The cost is a convex integral functional and the dynamics are linear with time-delay. The cost function includes a function which depends on the end point and hence problems with free or fixed end point can be considered. Dual problems of Bolza type are presented and strong duality of the infima provides conditions which are necessary and sufficient for optimality.
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    duality theory
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    convex optimal control problems
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    time-delay
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    convex integral functional
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    problems of Bolza type
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