Abstract
Various first-order and second-order sufficient conditions of optimality for nonlinear optimal control problems with delayed argument are formulated. The functions involved are not required to be convex. Second-order sufficient conditions are shown to be related to the existence of solutions of a Riccati-type matrix differential inequality. Their relation with the second variation is discussed.
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Communicated by L. D. Berkovitz
The authors are indebted to an anonymous referee for valuable suggestions that lead to various improvements in the paper.
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Lee, C.H., Yung, S.P. Sufficient conditions for optimal control problems with time delay. J Optim Theory Appl 88, 157–176 (1996). https://doi.org/10.1007/BF02192027
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DOI: https://doi.org/10.1007/BF02192027