arXiv:1804.06937 [math.OC]AbstractReferencesReviewsResources
A sufficient optimality condition for non-linear delayed optimal control problems
Ana P. Lemos-Paiao, Cristiana J. Silva, Delfim F. M. Torres
Published 2018-04-18Version 1
We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained through a transformation that allow us to rewrite a delayed optimal control problem as an equivalent non-delayed one.
Comments: This is a preprint of a paper whose final and definite form is with 'Pure and Applied Functional Analysis', ISSN 2189-3756 (print), ISSN 2189-3764 (online). Submitted 10-Dec-2017; revised 18-April-2018; accepted for publication 18-April-2018
Categories: math.OC
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