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Zbl 1081.49020
Matveev, Alexey S.
The instability of optimal control problems to time delay. (English)
[J] SIAM J. Control Optimization 43, No. 5, 1757-1786 (2005). ISSN 0363-0129; ISSN 1095-7138/e

Time delay optimal control problems are considered. The delay enters in both the state and the control. It is shown that the limit problem obtained by putting the delay equal to zero is not the correct variational limit of the given optimization problem. By a relaxation procedure, the proper variational limit is identified and corresponding well-posedness results are obtained about the convergence of the optimal performance and the optimal control laws.
[Tullio Zolezzi (Genova)]

MSC 2000:: *49K40 Sensitivity of optimal solutions in the presence of perturbations
49K25 Optimal control problems with equations with ret.arguments (nec.)
34K35 Functional-differential equations connected with control problems
93C23 Systems governed by functional-differential equations

Keywords: optimal control; time delay; stability; well-posedness

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