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

J.F. Frankena

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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

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