DocumentCode
812279
Title
The computational solution of optimal control problems with time lag
Author
Dreyfus, Stuart E.
Author_Institution
University of California, Berekely, CA, USA
Volume
18
Issue
4
fYear
1973
fDate
8/1/1973 12:00:00 AM
Firstpage
383
Lastpage
385
Abstract
A gradient computational procedure is developed for discrete-time optimal control problems in which the current cost and rule governing state transitions depend on the entire past history of states and decisions. A condition necessary for optimality is also deduced in two ways and given physical interpretation.
Keywords
Discrete-time systems, nonlinear; Gradient methods; Nonlinear systems, discrete-time; Optimal control; Time-delay systems; Cost function; History; Industrial engineering; Optimal control; Tin;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100330
Filename
1100330
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