Abstract
Various first-order and second-order sufficient conditions of optimality for calculus of variations problems with delayed argument are formulated. The cost functionals 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.
Similar content being viewed by others
References
Hughes, D. K.,Variational and Optimal Control Problems with Delayed Argument, Journal of Optimization Theory and Applications, Vol. 2, pp. 1–14, 1968.
Halanay, A.,Variational Problems with Delayed Argument, Delay and Functional Differential Equations, Edited by K. Schmitt, Academic Press, New York, New York, pp. 405–412, 1973.
El'sgol'c, L. E.,Qualitative Methods of Mathematical Analysis, American Mathematical Society, Providence, Rhode Island, 1964.
Kamenskii, G. A.,On Extrema of Functionals with Deviating Arguments, Soviet Mathematics, Vol. 16, pp. 1380–1383, 1975.
Sabbagh, L. D.,Variational Problems with Lags, Journal of Optimization Theory and Applications, Vol. 3, pp. 34–51, 1969.
Palm, W. J., andSchmitendorf, W. E.,Conjugate Points Conditions for Variational Problems with Delayed Argument, Journal of Optimization Theory and Applications, Vol. 1, pp. 599–612, 1974.
Zeidan, V.,A Modified Hamilton-Jacobi Approach in the Generalized Problem of Bolza, Applied Mathematics and Optimization, Vol. 11, pp. 97–109, 1984.
Zeidan, V.,First and Second-Order Sufficient Conditions for Optimal Control and the Calculus of Variations, Applied Mathematics and Optimization, Vol. 11, pp. 209–226, 1984.
Author information
Authors and Affiliations
Additional information
Communicated by L. Cesari
Rights and permissions
About this article
Cite this article
Chan, W.L., Yung, S.P. Sufficient conditions for variational problems with delayed argument. J Optim Theory Appl 76, 131–144 (1993). https://doi.org/10.1007/BF00952825
Issue Date:
DOI: https://doi.org/10.1007/BF00952825