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Sufficient conditions for optimal control problems with time delay
Authors:C. H. Lee  S. P. Yung
Affiliation:(1) Department of Mathematics, University of Hong Kong, Hong Kong
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.
Keywords:Optimal control problems  delayed arguments  sufficient conditions  Riccati differential inequalities  second variation
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