We give answer to an open question by proving a sufficient optimality condition for state-linear optimal control problems with time delays in state and control variables. In the proof of our main result, we transform a delayed state-linear optimal control problem to an equivalent non-delayed problem. This allows us to use a well-known theorem that ensures a sufficient optimality condition for non-delayed state-linear optimal control problems. An example is given in order to illustrate the obtained result.
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Scheme of new state variables.
Optimal control: green line-initial data; blue line-analytical solution; red dashed line-numerical solution.
Optimal state: green line-initial data; blue line-analytical solution; red dashed line-numerical solution.