Optimal Solution of a Bottleneck Problem with State Delay
A. Bătătorescu
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A. Bătătorescu: University of Bucharest
Journal of Optimization Theory and Applications, 1998, vol. 97, issue 2, No 5, 339-356
Abstract:
Abstract Two computational procedures for solving a class of bottleneck problems with state delay are presented. The first one uses a direct computation scheme for the solution of the continuous-time problem, while the second one is obtained by discretizing the continuous-time problem using piecewise constant controls on small intervals. Examples show that these two approaches agree.
Keywords: Bottleneck problems; linear optimal control with time lag; computational schemes for optimal control (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022678717478
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