Optimal control with time delays via the penalty method
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 resul...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | article |
| Language: | eng |
| Published: |
2015
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10773/14640 |
| Country: | Portugal |
| Oai: | oai:ria.ua.pt:10773/14640 |
| Summary: | 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 us to obtain a solution to the delayed optimal control problem by considering a sequence of delayed problems of the calculus of variations. |
|---|