Zurab Tsintsadze

The Lagrange Principle of Taking Restrictions Off and Its Application to Linear Optimal Control Problems in The Presence of Mixed Restrictions and Delays

abstract:
The Lagrange principle of taking restrictions off is proved for the problems of conditional minimization in infinite-dimensional spaces when the function to be minimized and the mapping specifying the restrictions of the problem satisfy certain convexity and continuity conditions. On the basis of the obtained result, necessary conditions of optimality are derived in terms of an analogue of Pontryagin's maximum principle for some classes of linear problems of optimal control when mixed restrictions and delays take place.

Mathematics Subject Classification: 49K25.

Key words and phrases: A functional, restrictions, conditions of convexity, minimization, optimal control, delay.