FPM 2009, vol. 15, no. 5, pp. 3-19

FUNDAMENTALNAYA I PRIKLADNAYA MATEMATIKA

(FUNDAMENTAL AND APPLIED MATHEMATICS)

2009, VOLUME 15, NUMBER 5, PAGES 3-19

Pontryagin's maximum principle of optimal control problems with time-delay

G. V. Bokov

Abstract

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In this paper, we consider an optimal control problem with time-delay. The state and the control variables contain various constant time-delays. This allows us to represent the necessary conditions in an explicit form. Solution of this problem with infinite terminal time is also given.

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