Computation of Approximately Optimal Control Signals for Systems With Time Delays

[+] Author and Article Information
L. B. Horwitz

Polytechnic Institute of New York, Brooklyn, N. Y.

J. Dyn. Sys., Meas., Control 96(3), 269-276 (Sep 01, 1974) (8 pages) doi:10.1115/1.3426802 History: Received May 07, 1974; Online July 13, 2010


A computational algorithm is presented for a class of optimal control problems involving time delays. The approach is to restrict the control signal to a class of piecewise constant time functions with a prescribed number of switching times, compute the optimal member of this class, and then repeat with a larger number of switching times. By allowing the number of switching times to increase beyond bound a sequence of restricted optimal control signals is developed whose limit approaches the unrestricted optimal control signal. In practice the computations are terminated after a finite number of repeats, thus leading to the approximate nature of the solution. The results of two examples are included to illustrate the technique.

Copyright © 1974 by ASME
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