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Numerical solution of time‐delayed optimal control problems by iterative dynamic programming
Author(s) -
Chen ChengLiang,
Sun DaimYuang,
Chang ChiaYuan
Publication year - 2000
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/1099-1514(200005/06)21:3<91::aid-oca669>3.0.co;2-c
Subject(s) - dynamic programming , optimal control , series (stratigraphy) , mathematical optimization , state (computer science) , taylor series , control theory (sociology) , computer science , control (management) , mathematics , iterative method , algorithm , paleontology , mathematical analysis , artificial intelligence , biology
This work presents a numerical method to solve the optimal control problem with time‐delayed arguments and a fixed terminal time. A series of auxiliary states obtained from the linearly truncated Taylor series expansion are used to represent the status of a time‐delayed state at different time intervals. The backward iterative dynamic programming (IDP) technique can thus be directly employed to solve the delay‐free optimal control problem with augmented states. Five numerical examples are provided, demonstrating the proposed method's effectiveness in solving the time‐delayed optimal control problems. Copyright © 2000 John Wiley & Sons, Ltd.