Dual optimal control problems with time-delay

DOI10.1016/0167-6911(94)90067-1MaRDI QIDQ1338064zbMATH OpenOpenAlexFDO

Authors G. I. Tsoutsinos

Publication date 17 November 1994

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(94)90067-1

zbMATH Keywords

convex integral functionalconvex optimal control problemsduality theoryproblems of Bolza typetime-delay

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Duality theory (optimization) (49N15)

Review text

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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Cites work

• A duality scheme for convex control problems with time-delay
• Conjugate convex functions in optimal control and the calculus of variations
• Duality Theory for the Linear-Convex Optimal Control Problem with Delays
• Existence and Duality Theorems for Convex Problems of Bolza
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• Optimal control problems with retardations and restricted phase coordinates

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• Sufficient conditions for optimal time-delay systems with applications to functionally constrained control problems
• Duality Theory for the Linear-Convex Optimal Control Problem with Delays
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• Duality theorems for convex problems of Lagrange with time-delay
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