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Optimal control computation for linear time-lag systems with linear terminal constraints

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Abstract

A computational scheme using the technique of control parameterization is developed for solving a class of optimal control problems involving linear hereditary systems with bounded control region and linear terminal constraints. Several examples have been solved to illustrate the efficiency of the technique.

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Authors and Affiliations

  1. School of Mathematics, University of New South Wales, Kensington, NSW, Australia

    K. L. Teo (Senior Lecturer) & K. H. Wong (Graduate Student)

  2. School of Electrical Engineering and Computer Science, University of New South Wales, Kensington, NSW, Australia

    D. J. Clements (Lecturer)

Authors
  1. K. L. Teo
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  2. K. H. Wong
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  3. D. J. Clements
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Additional information

Communicated by G. Leitmann

The authors wish to thank Dr. B. D. Craven for pointing out an error in an earlier version of this paper.

From January 1985, Associate Professor, Department of Industrial and Systems Engineering, National University of Singapore, Kent Ridge, Singapore.

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Teo, K.L., Wong, K.H. & Clements, D.J. Optimal control computation for linear time-lag systems with linear terminal constraints. J Optim Theory Appl 44, 509–526 (1984). https://doi.org/10.1007/BF00935465

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