Value function and necessary conditions in optimal control problems for differential-difference inclusions

DOI10.1016/S0362-546X(02)00306-1MaRDI QIDQ1868014zbMATH OpenOpenAlexFDO

Authors Alexey A. Volosevich, Leonid Minchenko

Publication date 27 April 2003

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0362-546x(02)00306-1

zbMATH Keywords

differential-difference inclusionnecessary conditions for optimalityoptimal controlvalue function

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Control problems for functional-differential equations (34K35) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35)

Review text

An optimal control problem is considered for differential-difference inclusions with delay under endpoint constrains: \[ x'(t)=F(t,x(t),x(t-\tau)), t\in[a,b], \] where \(x\in \mathbb{R}^n, \tau \) is a number satisfying \(0<\tau<b-a.\) Generalized derivatives and gradients of the value functions are estimated. These estimates allow to derive necessary optimality conditions for the considered problem. The results are obtained by employing Clarke's normal cone.

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Cites work

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Cited in

(6)

• Necessary optimality conditions for differential-difference inclusions with state constraints
• Second-order necessary conditions for differential-difference inclusion problems
• Value function and optimal control of differential inclusions
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• Necessary optimality conditions for differential–difference inclusions
• scientific article; zbMATH DE number 1122858 (Why is no real title available?)

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