Pontryagin principle for a Mayer problem governed by a delay functional differential equation

Mamadou Ibrahima Koné (1) , Joël Blot (1)

1 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)

We establish Pontryagin principles for a Mayer's optimal control problem governed by a functional differential equation. The control functions are piecewise continuous and the state functions are piecewise continuously differentiable. To do that, we follow the method created by Philippe Michel for systems governed by ordinary differential equations, and we use properties of the resolvent of a linear functional differential equation.

Mots clés: optimal control; Pontryagin principle; functional differential equation.

Domaines: Optimisation et contrôle [math.OC]

Mamadou Ibrahima Koné, Joël Blot. Pontryagin principle for a Mayer problem governed by a delay functional differential equation. 2016. ⟨hal-01253191⟩