Hereditary optimal control problems: Numerical method based upon a Padé approximation

DOI10.1007/BF00938531MaRDI QIDQ1822042zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00938531

zbMATH Keywords

first-order Padé approximationgradient algorithmhereditary optimal controltime-delayed argumenttwo-sided Laplace transform

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Padé approximation (41A21) Laplace transform (44A10) Numerical optimization and variational techniques (65K10) Methods of reduced gradient type (90C52) Nonlinear systems in control theory (93C10)

Review text

We consider a particular approximation scheme which can be used to solve hereditary optimal control problems. These problems are characterized by variables with a time-delayed argument x(t-\(\tau)\). In our approximation scheme, we first replace the variable with an augmented state \(y(t)\underline\triangle x(t-\tau)\). The two-sided Laplace transform of y(t) is a product of the Laplace transform of x(t) and an exponential factor. This factor is approximated by a first-order Padé approximation, and a differential relation for y(t) can be found. The transformed problem, without any time-delayed argument, can then be solved using a gradient algorithm in the usual way. Four example problems are solved to illustrate the validity and usefulness of this technique.

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Cites work

• Approximation of nonlinear functional differential equation control systems
• Hereditary Control Problems: Numerical Methods Based on Averaging Approximations
• Optimal control computation for linear time-lag systems with linear terminal constraints
• Optimal control computation for nonlinear time-lag systems
• Optimal landing of a helicopter in autorotation
• Sequential gradient-restoration algorithm for optimal control problems with nondifferential constraints

Cited in

(7)

• A new approach for solving a class of delay fractional partial differential equations
• Multiple-interval pseudospectral approximation for nonlinear optimal control problems with time-varying delays
• Solving infinite-horizon optimal control problems of the time-delayed systems by Haar wavelet collocation method
• scientific article; zbMATH DE number 4037711 (Why is no real title available?)
• The heredity shift operator in descent approach to the optimal periodic hereditary control problem
• scientific article; zbMATH DE number 1070389 (Why is no real title available?)
• Solving optimal control problems of the time-delayed systems by Haar wavelet

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