Necessary conditions for the neutral problem of Bolza with continuously varying time delay (Q1773309)
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English | Necessary conditions for the neutral problem of Bolza with continuously varying time delay |
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Necessary conditions for the neutral problem of Bolza with continuously varying time delay (English)
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28 April 2005
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In this paper over the class of absolutely continuous functions the Bolza problem is considered \[ l(x(T))+\int_{0}^{T}L(t,x(t),x(t-\Delta(t)),\dot{x}(t),\dot{x}(t-\Delta(t)))\,dt\rightarrow \min, \] where \(\Delta (t)>0\) is a Lipschitz function; \(l(x)\) is lower semi-continuous and bounded below; \(L(t,x,y,v,w)\) is lower semi-continuous in \((x,y,v,w)\), is \(Lebesgue \times Borel\)-measurable on \([0,T]\times R^{4},\) is convex in \((v,w)\). Under certain growth conditions with respect to \(l\) and \(L\) necessary conditions are proved in the form Euler and Hamiltonian inclusions.
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Bolza problem
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continuous time delay
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necessary optimality conditions
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decoupling technique
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