Extremal Problems for Hyperbolic Systems with Boundary Conditions Involving Integral Time Lags

Abstract

Extremal problems for integral time lag hyperbolic systems are presented. The optimal boundary control problems for hyperbolic systems in which integral time lags appear in the Neumann boundary conditions are solved. Such systems constitute, in a linear approximation, a universal mathematical model for many processes in which transmission signals at a certain distance with electric, hydraulic and other long lines take place. The time horizon is fixed. Making use of Dubovicki-Milyutin scheme, necessary and sufficient conditions of optimality for the Neumann problem with the quadratic performance functionals and constrained control are derived.