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IMA Journal of Mathematical Control and Information 1993 10(4):293-304; doi:10.1093/imamci/10.4.293
© 1993 by Institute of Mathematics and its Applications
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Duality theorems for convex problems of Lagrange with time-delay

G. I. TSOUTSNOS

Department of Electrical and Electronic Engineering and Centre for Process System Engineering, Imperial College of Science Technology and Medicine Exhibition Road, London SW7 2BT, England

Convex problems of Lagrange with time-delay in the state are examined. The state x(t) is constrained in a convex set X(t) for each t. Optimal trajectories satisfy certain subdifferential conditions which involve ‘multipliers’ that solve some dual, convex problem.


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