Abstract

This paper proves an existence theorem for optimal controls for systems governed by ordinary differential equations and a large class of functional differential equations of neutral type. Extensions beyond earlier work are made as a result of employing a new closure theorem originally used by Cesari and Suryanarayana in their study of Pareto optima and which is, in turn, based on the Fatou lemma for vector-valued functions as proved by Schmeidler. The use of these techniques simplifies the standard arguments for existence in the presence of singular components and allows the use of very weak semi-normality conditions. It also permits the consideration of a significantly larger class of hereditary systems than has been treated in the existing literature.

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