Abstract:
In this paper, we examine a linear optimal-control problem for a first-order hyperbolic system in which a boundary condition at one of the ends is determined from a controlled system of ordinary differential equations with constant state lag. The approach proposed is based on the use of an exact formula for the increment of the cost functional. The reduced problem can be solved by various effective methods used for optimization problems in systems of ordinary differential equations.
Keywords:hyperbolic system, system with delay, exact increment formula, optimality condition.