scholarly journals On a computational algorithm for a class of optimal control problems involving discrete time delayed arguments

Author(s):  
J. M. Murray ◽  
K. L. Teo

AbstractIn this paper, a computational algorithm for solving a class of optimal control problems involving discrete time-delayed arguments is presented. By way of example, a simple model of a production firm is devised for which the algorithm is used to solve a decision-making problem.

Author(s):  
K. H. Wong ◽  
K. L. Teo

AbstractIn this paper, we consider a class of optimal control problems with discrete time delayed arguments and bounded control region. A computational algorithm for solving this class of time lag optimal control problems is developed by means of the conditional gradient technique. The convergence property of the algorithm is also investigated.


2009 ◽  
Vol 2009 ◽  
pp. 1-15 ◽  
Author(s):  
Thabet Abdeljawad (Maraaba) ◽  
Fahd Jarad ◽  
Dumitru Baleanu

Author(s):  
K. L. Teo ◽  
K. H. Wong

AbstractIn a paper by Teo and Jennings, a constraint transcription is used together with the concept of control parametrisation to devise a computational algorithm for solving a class of optimal control problems involving terminal and continuous state constraints of inequality type. The aim of this paper is to extend the results to a more general class of constrained optimal control problems, where the problem is also subject to terminal equality state constraints. For illustration, a numerical example is included.


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