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

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Summary

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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Authors and Affiliations

  1. Dept. of Applied Mathematics, Twente University of Technology, Enschede, The Netherlands

    J. F. Frankena

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  1. J. F. Frankena
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Frankena, J.F. Optimal control problems with delay, the maximum principle and necessary conditions. J Eng Math 9, 53–64 (1975). https://doi.org/10.1007/BF01535497

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  • DOI: https://doi.org/10.1007/BF01535497

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