Optimal control with time-delays via the penalty method
Optimization and Control
2014-07-24 v1
Abstract
We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general optimal control problem with time delays is considered. Main result gives a convergence theorem, allowing to obtain a solution to the delayed optimal control problem by considering a sequence of delayed problems of the calculus of variations.
Cite
@article{arxiv.1407.5168,
title = {Optimal control with time-delays via the penalty method},
author = {Mohammed Benharrat and Delfim F. M. Torres},
journal= {arXiv preprint arXiv:1407.5168},
year = {2014}
}
Comments
This is a preprint of a paper whose final and definite form is: Mathematical Problems in Engineering (ISSN 1024-123X) 2014, Article ID 250419, http://dx.doi.org/10.1155/2014/250419