Optimal control problems with delay, the maximum principle and necessary conditions

J.F. Frankena

    Research output: Contribution to journalArticleAcademic

    3 Citations (Scopus)
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    Abstract

    In this paper we consider a rather general optimal control problem involving ordinary differential equations with delayed arguments and a set of equality and inequality restrictions on state- and control variables. For this problem a maximum principle is given in pointwise form, using variational techniques. From this maximum principle necessary conditions are derived, as well as a Lagrange-like multiplier rule. Details may be found in ref. [2], together with extensions to the Hamilton-Jacobi equation and free end point problems.
    Original languageUndefined
    Pages (from-to)53-64
    JournalJournal of engineering mathematics
    Volume9
    Issue number1
    DOIs
    Publication statusPublished - 1975

    Keywords

    • IR-85453

    Cite this

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    abstract = "In this paper we consider a rather general optimal control problem involving ordinary differential equations with delayed arguments and a set of equality and inequality restrictions on state- and control variables. For this problem a maximum principle is given in pointwise form, using variational techniques. From this maximum principle necessary conditions are derived, as well as a Lagrange-like multiplier rule. Details may be found in ref. [2], together with extensions to the Hamilton-Jacobi equation and free end point problems.",
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    Optimal control problems with delay, the maximum principle and necessary conditions. / Frankena, J.F.

    In: Journal of engineering mathematics, Vol. 9, No. 1, 1975, p. 53-64.

    Research output: Contribution to journalArticleAcademic

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    T1 - Optimal control problems with delay, the maximum principle and necessary conditions

    AU - Frankena, J.F.

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    Y1 - 1975

    N2 - In this paper we consider a rather general optimal control problem involving ordinary differential equations with delayed arguments and a set of equality and inequality restrictions on state- and control variables. For this problem a maximum principle is given in pointwise form, using variational techniques. From this maximum principle necessary conditions are derived, as well as a Lagrange-like multiplier rule. Details may be found in ref. [2], together with extensions to the Hamilton-Jacobi equation and free end point problems.

    AB - In this paper we consider a rather general optimal control problem involving ordinary differential equations with delayed arguments and a set of equality and inequality restrictions on state- and control variables. For this problem a maximum principle is given in pointwise form, using variational techniques. From this maximum principle necessary conditions are derived, as well as a Lagrange-like multiplier rule. Details may be found in ref. [2], together with extensions to the Hamilton-Jacobi equation and free end point problems.

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    U2 - 10.1007/BF01535497

    DO - 10.1007/BF01535497

    M3 - Article

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    EP - 64

    JO - Journal of engineering mathematics

    JF - Journal of engineering mathematics

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