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Duality theorems for convex problems with time delay

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Abstract

In this paper, we examine a class of convex problems of Bolza type, involving a time delay in the state. It encompasses a variety of time-delay problems arising in the calculus of variations and optimal control. A duality analysis is carried out which, among other things, leads to a characterization of minimizers in terms of the Euler-Lagrange inclusion. The results obtained improve in significant respects on what is achievable by techniques previously employed, based on elimination of the time delay by introduction of an infinite-dimensional state space or on the method of steps.

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Authors and Affiliations

  1. Centre for Process Systems Engineering, Imperial College of Science, Technology, and Medicine, London, England

    G. I. Tsoutsinos (Postdoctoral Researcher) & R. B. Vinter (Professor)

Authors
  1. G. I. Tsoutsinos
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  2. R. B. Vinter
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Communicated by L. D. Berkovitz

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Tsoutsinos, G.I., Vinter, R.B. Duality theorems for convex problems with time delay. J Optim Theory Appl 87, 167–195 (1995). https://doi.org/10.1007/BF02192046

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