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Maximum principle of optimal control for functional differential systems

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Abstract

We show that the maximum principle holds for optimal periodic control problems governed by functional differential equations under a Lipschitz condition on the value functional. Generalizations to other boundary conditions are also considered.

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Communicated by L. D. Berkovitz

This research was partially supported by NSF Grant No. DMS-84-01719.

The first author was partially supported by the Science Fund of the Chinese Academy of Sciences, Beijing, China.

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Li, X.J., Chow, S.N. Maximum principle of optimal control for functional differential systems. J Optim Theory Appl 54, 335–360 (1987). https://doi.org/10.1007/BF00939438

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