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On optimal periodic control and nested optimization problems

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Abstract

A minimization problem for a functional on a convex subsetC of a normed linear space is considered. Under certain hypotheses, optimality in a certain subset ofC implies the validity of first-order necessary optimality conditions for the problem inC. The result is applied to a problem in optimal periodic control of neutral functional differential equations.

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Author notes

  1. F. Colonius (Visiting Assistant Professor)

    Present address: Institut für Dynamische Systeme, Universität Bremen, D-28, Bremen 33, West Germany

Authors and Affiliations

  1. Lefschetz Center for Dynamical Systems, Division of Applied Mathematics, Brown University, Providence, Rhode Island

    F. Colonius (Visiting Assistant Professor)

Authors
  1. F. Colonius
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Additional information

Communicated by J. L. Speyer

This work was partially supported by a grant from Deutsche Forschungsgemeinschaft and by AFOSR under Grant No. AFOSR-84-0398.

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Colonius, F. On optimal periodic control and nested optimization problems. J Optim Theory Appl 50, 525–533 (1986). https://doi.org/10.1007/BF00938635

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  • DOI: https://doi.org/10.1007/BF00938635

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