Optimal control over systems of functional-differential equations with infinite delay

DOI10.1007/S11253-023-02191-WMaRDI QIDQ6133513zbMATH OpenOpenAlexWikidataFDO

Authors O. M. Stanzhytskyi, O. D. Kichmarenko, V. V. Mogyl'ova, T. V. Koval'chuk

Publication date 18 August 2023

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11253-023-02191-w

existence and uniqueness theorems functional-differential equations infinite delay interval optimal control performance criterion

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Optimality conditions for problems involving ordinary differential equations (49K15) Control/observation systems governed by ordinary differential equations (93C15)

Review text

The article addresses optimal control problems for systems with infinite memory described by functional-differential equations. These equations are widely used to model evolutionary processes where the current state of a system depends on its past states. The study focuses on systems with an infinite delay interval, significantly impacting their qualitative behavior. The right-hand sides of these models are functionals, adding complexity to the investigation, requiring specialized methods. The historical context is briefly mentioned, noting the study of delay differential equations by Myshkis, Bellman, Krasovskii, and Halanay in the mid-20th century. The extensive application of such models led to the rapid development of the theory of functional-differential equations, with contributions from mathematicians such as El'sgol'ts, Norkin, Hale, Mitropol'skii, Samoilenko, Martynyuk, Trofimchuk, Slyusarchuk, Fodchuk, Cherevko, and Bihun. The central focus of the paper is on optimal control problems for functional-differential systems with infinite delay intervals. The authors aim to establish the existence and uniqueness of solutions to the system of functional-differential equations and explore the possibility of extending these solutions up to the boundary of the domain. Additionally, the conditions for the existence of optimal controls in these systems are investigated. The main result presented in the paper is the proof of a theorem on the existence of optimal controls for systems of functional-differential equations with infinite delay intervals. The obtained sufficient conditions are expressed in terms of the right-hand sides of the equations of motion and the performance criterion function. These conditions are of a coefficient character, providing a valuable insight into the criteria for the existence of optimal controls. The structure of the paper is outlined, indicating the sections devoted to stating the optimal control problem, formulating the theorems, and providing proofs for these theorems. The proofs cover the existence, uniqueness, and extension of solutions to the boundary of the domain, as well as the existence of optimal controls for the considered functional-differential systems. The article contributes to the existing literature on optimal control problems for functional-differential equations by addressing systems with infinite delay intervals. The findings provide valuable insights into the conditions under which optimal controls exist in such systems, further advancing the understanding of these complex mathematical models. The referenced works throughout the article demonstrate the extensive background and related research in the field, establishing a solid foundation for the current study. Overall, the paper offers a rigorous exploration of optimal control problems in functional-differential systems with infinite delay intervals, contributing to the broader field of mathematical modeling and control theory.

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