Numerical solution of time-delayed optimal control problems by iterative dynamic programming

This work presents a numerical method to solve the optimal control problem with time‐delayed arguments and a fixed terminal time. A series of auxiliary states obtained from the linearly truncated Taylor series expansion are used to represent the status of a time‐delayed state at different time inter...

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Bibliographic Details
Published inOptimal control applications & methods Vol. 21; no. 3; pp. 91 - 105
Main Authors Chen, Cheng-Liang, Sun, Daim-Yuang, Chang, Chia-Yuan
Format Journal Article
LanguageEnglish
Published Chichester, UK John Wiley & Sons, Ltd 01.05.2000
Subjects
iterative dynamic programming
optimal control
Taylor series expansion
time-delayed systems
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Summary:This work presents a numerical method to solve the optimal control problem with time‐delayed arguments and a fixed terminal time. A series of auxiliary states obtained from the linearly truncated Taylor series expansion are used to represent the status of a time‐delayed state at different time intervals. The backward iterative dynamic programming (IDP) technique can thus be directly employed to solve the delay‐free optimal control problem with augmented states. Five numerical examples are provided, demonstrating the proposed method's effectiveness in solving the time‐delayed optimal control problems. Copyright © 2000 John Wiley & Sons, Ltd.
Bibliography:istex:E4EFD6CDED16B0C08D4EB81B78398295A776A7AD
ark:/67375/WNG-4QM6T8K4-M
ArticleID:OCA669
ISSN:0143-2087
1099-1514
DOI:10.1002/1099-1514(200005/06)21:3<91::AID-OCA669>3.0.CO;2-C