Optimal Control with Time Delays via the Penalty Method
2014 ◽
Vol 2014
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pp. 1-9
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Keyword(s):
We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general optimal control problem with time delays is considered. Main result gives a convergence theorem, allowing us to obtain a solution to the delayed optimal control problem by considering a sequence of delayed problems of the calculus of variations.
2014 ◽
Vol 165
(3)
◽
pp. 812-836
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2007 ◽
Vol 135
(1)
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pp. 135-143
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2015 ◽
Vol 64
(4)
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pp. 623-647
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2014 ◽
Vol 50
(12)
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pp. 1643-1649
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2015 ◽
Vol 64
(3)
◽
pp. 533-562
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