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Optimal Control with Time Delays via the Penalty Method

Mohammed Benharrat and Delfim F. M. Torres

Mathematical Problems in Engineering, 2014, vol. 2014, 1-9

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 us to obtain a solution to the delayed optimal control problem by considering a sequence of delayed problems of the calculus of variations.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:250419

DOI: 10.1155/2014/250419

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