Optimality conditions and duality for a non-linear time-delay control problem

Various types of sufficient conditions of optimality for non‐linear optimal control problems with delays in state and control variables are formulated. The involved functions are not required to be convex. A second‐order sufficient condition is shown to be related to the existence of solutions of a...

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Bibliographic Details
Published inOptimal control applications & methods Vol. 18; no. 5; pp. 327 - 340
Main Authors Lee, Richard C. H., Yung, S. P.
Format Journal Article
LanguageEnglish
Published Chichester Wiley Subscription Services, Inc., A Wiley Company 01.09.1997
Wiley
Subjects
Applied sciences
Computer science; control theory; systems
Control theory. Systems
delay in control
delay in state
dual problem
Exact sciences and technology
Optimal control
optimal control problem
Riccati differential inequality
sufficient conditions
Second order
Optimal control
Non linear control
Optimality condition
Duality
Delay time
Riccati equation
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Summary:Various types of sufficient conditions of optimality for non‐linear optimal control problems with delays in state and control variables are formulated. The involved functions are not required to be convex. A second‐order sufficient condition is shown to be related to the existence of solutions of a Riccati‐type matrix differential inequality. Under certain concavity and convexity assumptions, dual problems are constructed without using convex conjugates. © 1997 John Wiley & Sons, Ltd.
Bibliography:ark:/67375/WNG-P9FQQ86D-2
CRCG - No. 335/024/0007
istex:9B3C8770A1BA738191A2DC313F7975D0BFFA247D
ArticleID:OCA614
University of Hong Kong
ISSN:0143-2087
1099-1514
DOI:10.1002/(SICI)1099-1514(199709/10)18:5<327::AID-OCA614>3.0.CO;2-9