The piecewise-constant optimal control of nonlinear neutral system with control constraints

Optimal control problems for nonlinear neutral systems are considered for nonlinear state-delay system. Using measures theory, the optimal control 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. The solution of this linear programming can be used to construct an optimal control. A numerical example is given to illustrate the procedure.