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An optimal control problem involving a class of linear time-lag systems

Published online by Cambridge University Press:  17 February 2009

K. L. Teo ,
K. H. Wong  and
Z. S. Wu
K. L. Teo
Affiliation:
Department of Industrial and Systems Engineering, National University of Singapore, Kent Ridge, Singapore 0511, Republic of Singapore.
K. H. Wong
Affiliation:
Department of Appllied Mathematics, University of Witwatersrand, 1, Jan Smuts Avenue, Johannesberg 2001, South Africa.
Z. S. Wu
Affiliation:
Department of Mathematics, Zhongshan University, Guangzhou, China.
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A class of convex optimal control problems involving linear hereditary systems with linear control constraints and nonlinear terminal constraints is considered. A result on the existence of an optimal control is proved and a necessary condition for optimality is given. An iterative algorithm is presented for solving the optimal control problem under consideration. The convergence property of the algorithm is also investigated. To test the algorithm, an example is solved.

Type
Research Article
Information
The ANZIAM Journal , Volume 28 , Issue 1 , July 1986 , pp. 93 - 113
Copyright
Copyright © Australian Mathematical Society 1986

References

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