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A Duality Scheme for Convex Control Problems with Time-Delay

✍ Scribed by G.I. Tsoutsinos

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 135 KB
Volume: 228
Category: Article
ISSN: 0022-247X
DOI: 10.1006/jmaa.1998.6125

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✦ Synopsis

In this paper we examine convex optimal control problems with linear dynamics. Time-delays appear in the convex cost and in the linear dynamics. We consider problems where a delay parameter appears in the dynamics and another delay parameter appears in the cost function. We produce a Fenchel duality scheme which yields a dual problem similar to the primal problem. Necessary and sufficient optimality conditions of a subdifferential form are obtained.

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