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IMA Journal of Mathematical Control and Information Advance Access originally published online on December 19, 2008
IMA Journal of Mathematical Control and Information 2009 26(1):1-22; doi:10.1093/imamci/dnm026
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© The author 2008. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Necessary conditions for infinite-horizon Volterra optimal control problems with time delay

Constanza De La Vega1

Departamento de Matemática, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Pabellón I, Ciudad Universitaria (1428) Buenos Aires, Argentina

{dagger} Email: csfvega{at}dm.uba.ar

Received on August 17, 2006; Accepted on September 8, 2007

Necessary conditions are proved for optimal control problems involving an infinite horizon and terminal conditions at infinity whose states are governed by Volterra integral equations with non-linear time delay.

Keywords: maximum principle; Volterra equations; time delay; infinite horizon.


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