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arXiv · 1407.5168

Optimal control with time-delays via the penalty method

Mohammed Benharrat·Delfim F. M. Torres
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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.

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Mohammed Benharrat, Delfim F. M. Torres. 2014-07-19. Optimal control with time-delays via the penalty method. https://doi.org/10.1155/2014%2F250419

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