𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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

✍ Scribed by Cheng-Liang Chen; Daim-Yuang Sun; Chia-Yuan Chang


Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
142 KB
Volume
21
Category
Article
ISSN
0143-2087

No coin nor oath required. For personal study only.

✦ Synopsis


This work presents a numerical method to solve the optimal control problem with time-delayed arguments and a "xed 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 di!erent 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 e!ectiveness in solving the time-delayed optimal control problems.