Optimal control of time‐delay systems by dynamic programming

Optimal control of time‐delay systems by dynamic programming The use of iterative dynamic programming employing systematic region contraction and accessible grid points is investigated for the optimal control of time‐delay systems. At the time of generating the grid points for the state variables, the corresponding delayed variables at each time stage are also generated and stored in memory. Then, when applying dynamic programming, a linear approximation is used to obtain the initial profile for the delayed variables during integration. This procedure was tested with four problems of different complexity. In each case the optimal control policy is easily obtained and the results compare very favourably with those reported in the literature using other computational procedures. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Optimal Control Applications and Methods Wiley

Optimal control of time‐delay systems by dynamic programming

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Publisher
Wiley
Copyright
Copyright © 1992 John Wiley & Sons, Ltd.
ISSN
0143-2087
eISSN
1099-1514
DOI
10.1002/oca.4660130103
Publisher site
See Article on Publisher Site

Abstract

The use of iterative dynamic programming employing systematic region contraction and accessible grid points is investigated for the optimal control of time‐delay systems. At the time of generating the grid points for the state variables, the corresponding delayed variables at each time stage are also generated and stored in memory. Then, when applying dynamic programming, a linear approximation is used to obtain the initial profile for the delayed variables during integration. This procedure was tested with four problems of different complexity. In each case the optimal control policy is easily obtained and the results compare very favourably with those reported in the literature using other computational procedures.

Journal

Optimal Control Applications and MethodsWiley

Published: Jan 1, 1992

References

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