Sufficient conditions for optimal control problems with time delay |
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Authors: | C. H. Lee S. P. Yung |
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Affiliation: | (1) Department of Mathematics, University of Hong Kong, Hong Kong |
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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.The authors are indebted to an anonymous referee for valuable suggestions that lead to various improvements in the paper. |
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Keywords: | Optimal control problems delayed arguments sufficient conditions Riccati differential inequalities second variation |
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