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Optimal control of general functional-differential inclusions of neutral type

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2 Author(s)
Boris S. Mordukhovich ; Department of Mathematics, Wayne State University, Detroit, MI 48202, USA ; Lianwen Wang

This paper deals with optimal control problems for dynamical systems governed by general functional differential inclusions of neutral type with endpoint constraints. First, a sequence of well-posed discrete optimization problems is constructed by developing discrete approximations to neutral functional-differential inclusions. Second, necessary optimality conditions for discrete optimization problems of neutral type are established using advanced generalized differentiation tools of variational analysis. Finally, necessary optimality conditions of both Euler-Lagrange and Hamiltonian types for the original problem are derived from passing to the limit in necessary optimality conditions of discrete-time systems.

Published in:

2012 24th Chinese Control and Decision Conference (CCDC)

Date of Conference:

23-25 May 2012