Optimal control with delays and mixed initial condition

Abstract

This paper studies optimal control problems with unfixed initial instant for systems described by differential equations with variables delays and mixed initial condition. The mixed initial condition means that at the initial instant of time, some coordinates of the trajectory do not coincide with the corresponding coordinates of the initial function (a discontinuous part of the initial condition), whereas the others coincide (a continuous part of the initial condition). The authors prove necessary optimality conditions for the control and the initial function for the initial and final instants of time. From these conditions should be isolated the condition for the initial instant containing the effect of mixed initial condition.