Duality theorems for convex problems with time delay |
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Authors: | G I Tsoutsinos R B Vinter |
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Institution: | (1) Centre for Process Systems Engineering, Imperial College of Science, Technology, and Medicine, London, England |
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Abstract: | In this paper, we examine a class of convex problems of Bolza type, involving a time delay in the state. It encompasses a variety of time-delay problems arising in the calculus of variations and optimal control. A duality analysis is carried out which, among other things, leads to a characterization of minimizers in terms of the Euler-Lagrange inclusion. The results obtained improve in significant respects on what is achievable by techniques previously employed, based on elimination of the time delay by introduction of an infinite-dimensional state space or on the method of steps. |
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Keywords: | Calculus of variations optimal control convex duality time delays |
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