OPTIMALITY CONDITIONS AND DUALITY FOR A NONLINEAR TIME-DELAY CONTROL PROBLEM

Authors
LEE RCH YUNG SP
Citation
Rch. Lee et Sp. Yung, OPTIMALITY CONDITIONS AND DUALITY FOR A NONLINEAR TIME-DELAY CONTROL PROBLEM, Optimal control applications & methods, 18(5), 1997, pp. 327-340
Citations number
22
Categorie Soggetti
Controlo Theory & Cybernetics","Operatione Research & Management Science",Mathematics
Journal title
Optimal control applications & methods → ACNP
ISSN journal
01432087
Volume
18
Issue
5
Year of publication
1997
Pages
327 - 340
Database
ISI
SICI code
0143-2087(1997)18:5<327:OCADFA>2.0.ZU;2-R
Abstract
Various types of sufficient conditions of optimality for non-linear op timal control problems with delays in state and control variables are formulated. The involved functions are not required to be convex. A se cond-order sufficient condition is shown to be related to the existenc e of solutions of a Riccati-type matrix differential inequality. Under certain concavity and convexity assumptions, dual problems are constr ucted without using convex conjugates. (C) 1997 John Wiley & Sons, Ltd .