Nearly-optimal control algorithm for nonlinear system with state and input delays

An optimal control problem is discussed for nonlinear state and input delay system in this paper. The optimal control of nonlinear state and input delay system problem, is modified into one consisting of the minimization of a linear form over a set of positive measures satisfying linear constraints; the minimization in the new problem can be approximated by a finite dimensional linear programming problem. A numerical example is given to illustrate the procedure.