Title :
The computational solution of optimal control problems with time lag
Author :
Dreyfus, Stuart E.
Author_Institution :
University of California, Berekely, CA, USA
fDate :
8/1/1973 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100330
