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Optimality conditions and duality for a non-linear time-delay control problem

โœ Scribed by Richard C. H. Lee; S. P. Yung

Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
225 KB
Volume
18
Category
Article
ISSN
0143-2087

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โœฆ Synopsis

Various types of sufficient conditions of optimality for non-linear optimal control problems with delays in state and control variables are formulated. The involved functions are not required to be convex. A secondorder sufficient condition is shown to be related to the existence of solutions of a Riccati-type matrix differential inequality. Under certain concavity and convexity assumptions, dual problems are constructed without using convex conjugates. 1997

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