Hereditary optimal control problems: Numerical method based upon a Padé approximation (Q1822042)

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.