Stability of discrete approximations and necessary optimality conditions for delay-differential inclusions

This paper is devoted to the study of optimization problems for dynamical systems governed by constrained delay-differential inclusions with generally nonsmooth and nonconvex data. We provide a variational analysis of the dynamic optimization problems based on their data perturbations that involve finite-difference approximations of time-derivatives matched with the corresponding perturbations of end-point constraints. The key issue of such an analysis is the justification of an appropriate strong stability of optimal solutions under finite-dimensional discrete approximations. We establish the required pointwise convergence of optimal solutions and obtain necessary optimality conditions for delay-differential inclusions in intrinsic Euler–Lagrange and Hamilton forms involving nonconvex-valued subdifferentials and coderivatives of the initial data.