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arXiv · 1804.06937

A sufficient optimality condition for non-linear delayed optimal control problems

Ana P. Lemos-Paiao·Cristiana J. Silva·Delfim F. M. Torres
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Abstract

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.

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Ana P. Lemos-Paiao, Cristiana J. Silva, Delfim F. M. Torres. 2018-04-18. A sufficient optimality condition for non-linear delayed optimal control problems. https://arxiv.org/abs/1804.06937

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