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A generalization of a minimax theorem of Fan via a theorem of the alternative
Authors:V Jeyakumar PhD
Institution:(1) Lefschetz Center for Dynamical Systems, Division of Applied Mathematics, Brown University, Providence, Rhode Island;(2) Present address: Institut für Dynamische Systeme, Universität Bremen, D-28, Bremen 33, West Germany
Abstract:A minimization problem for a functional on a convex subsetC of a normed linear space is considered. Under certain hypotheses, optimality in a certain subset ofC implies the validity of first-order necessary optimality conditions for the problem inC. The result is applied to a problem in optimal periodic control of neutral functional differential equations.This work was partially supported by a grant from Deutsche Forschungsgemeinschaft and by AFOSR under Grant No. AFOSR-84-0398.
Keywords:Optimal periodic control  first-order optimality conditions  neutral functional differential equations
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