Application of a General Theory of Externals to Optimal Control Problems with Functional Differential Equations

摘要

Two typical optimal control problems are formulated in which the system dynamics are described by a functional differential equation. Necessary conditions which solutions to each of these two problems must satisfy are derived and stated. The type of functional differential equations considered in each problem are those with hereditary dependence in the state variables and ordinary dependence in the control variables, i.e., functional differential equations whose right hand sides may depend on the present value of the control. Particular examples of this type of functional differential equations are many differential-difference and integro-differential equations. In addition to a functional differential equation, the first problem contains fixed initial and terminal times, equality and inequality constraints on the initial and final values of the phase coordinates and an inequality type of restriction on the phase corrdinates; the second problem differs from the first in that the terminal time is open and the restricted phase coordinate constraint is omitted. (Author)