Optimal control with time delays via the penalty method (Q1717948)
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English | Optimal control with time delays via the penalty method |
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Optimal control with time delays via the penalty method (English)
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8 February 2019
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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.
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