Hostname: page-component-7b7567c8c-7pwfn Total loading time: 0 Render date: 2026-11-14T21:02:58.835Z Has data issue: false hasContentIssue false

Optimal control of delay systems with differentialand algebraic dynamic constraints

Published online by Cambridge University Press:  15 March 2005

Boris S. Mordukhovich
Affiliation:
Department of Mathematics, Wayne State University, Detroit, MI 48202, USA. boris@math.wayne.edu
Lianwen Wang
Affiliation:
Department of Mathematics and Computer Science, Central Missouri State University, Warrensburg, MO 64093, USA; lwang@cmsu1.cmsu.edu
Get access

Abstract

This paper concerns constrained dynamic optimization problemsgoverned by delay control systems whose dynamic constraints are described by bothdelay-differential inclusions and linear algebraic equations. This is a new class ofoptimal control systems that, on one hand, may be treated as a specific type ofvariational problems for neutral functional-differential inclusions while, on the otherhand, is related to a special class of differential-algebraic systems with a generaldelay-differential inclusion and a linear constraint link between “slow” and “fast”variables. We pursue a twofold goal: to study variational stability for this class ofcontrol systems with respect to discrete approximations and to derive necessaryoptimality conditions for both delayed differential-algebraic systems under considerationand their finite-difference counterparts using modern tools of variational analysis andgeneralized differentiation. The authors are not familiar with any results in thesedirections for such systems even in the delay-free case. In the first part of the paperwe establish the value convergence of discrete approximations as well as the strongconvergence of optimal arcs in the classical Sobolev space W -1,2. Then using discreteapproximations as a vehicle, we derive necessary optimality conditions for the initialcontinuous-time systems in both Euler-Lagrange and Hamiltonian forms via basicgeneralized differential constructions of variational analysis.

Information

Type
Research Article
Copyright
© EDP Sciences, SMAI, 2005

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable