Optimal control problem with phase constraints for a linear system of equations with delay (Q1190930): Difference between revisions

Necessary optimality conditions of the Minimum Principle type are obtained for the problem of minimizing: \(\int^ T_ 0\langle y(t)\), \(x(t)\rangle dt\) subject to \(x'=\sum^ s_{j=0} A_ j x(t-\Delta_ j)+u(t)\), \(x(t)=\varphi(t)\), \(t\in[-\Delta_ s,0]\), \(u(t)\in U\subset\mathbb{R}^ n\), \(\varphi'(t)=C\varphi(t)+Dv(t)\), \(\varphi(-\Delta_ s)=x_{\Delta_ s}\in\mathbb{R}^ n\), \(v(t)\in V\subset\mathbb{R}^ r\), \(t\in[- \Delta_ s,0]\), \(W(x(t_ i),t_ i)\leq 0\), \(i=1,2,\dots,m\), where the sets of control parameters, \(U\subset\mathbb{R}^ n\), \(V\subset\mathbb{R}^ r\), are compact and convex and \(0=\Delta_ 0<\Delta_ 1<\cdots<\Delta_ s\). The proof of the theorem relies on a general result of \textit{B. N. Pshenichnyj} [``Necessary conditions for an extremum'' (1982; Zbl 0522.90055)].