Maximum principle of optimal periodic control for functional differential systems

This paper discusses the optimal periodic control problem to minimize the cost function $$J(u) = \int_0^1 {g(t,x(t),u(t))dt} $$ subject to the functional differential system $$dx(t)/dt = f(t,x_t ,u(t)),x_1 = x_0 $$ andu(·) εU _ad. The maximum principle as a necessary condition of optimal control is proved under the assumption that Eq. (4) and its adjoint equation (5) both have no nontrivial periodic solution with period of 1. In this paper, the control domainU is an arbitrary set inR ^m.