Maximum principle for optimal control problem with delay

被引:0
作者
Wang, Peng [1 ]
机构
[1] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Shandong, Peoples R China
来源
2018 CHINESE AUTOMATION CONGRESS (CAC) | 2018年
关键词
maximum principle; optimal control; delayed differential equation; duality technique; LQ optimal control; SYSTEMS;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The paper is focused on an optimal control problem, which the state equation is an ordinary differential equation with constant delays. The control domain is nonconvex. The necessary condition for optimal control of this problem is obtained taking advantage of duality technique. As an explanation of the result, a delayed linear-quadratic (LQ) optimal control problem is solved explicitly.
引用
收藏
页码:842 / 846
页数:5
相关论文
共 16 条
[1]   A delayed Black and Scholes formula [J].
Arriojas, Mercedes ;
Hu, Yaozhong ;
Mohammed, Salah-Eldin ;
Pap, Gyula .
STOCHASTIC ANALYSIS AND APPLICATIONS, 2007, 25 (02) :471-492
[2]  
Chen L., 2012, J APPL MATH, V6, P4520
[3]   Maximum principle for the stochastic optimal control problem with delay and application [J].
Chen, Li ;
Wu, Zhen .
AUTOMATICA, 2010, 46 (06) :1074-1080
[5]   Optimal control problems with delays in state and control variables subject to mixed control-state constraints [J].
Goellmann, L. ;
Kern, D. ;
Maurer, H. .
OPTIMAL CONTROL APPLICATIONS & METHODS, 2009, 30 (04) :341-365
[6]   OPTIMAL CONTROLS FOR SYSTEMS WITH TIME LAG [J].
HALANAY, A .
SIAM JOURNAL ON CONTROL, 1968, 6 (02) :215-&
[7]  
Hestenes M., 1964, COMPUTING METHODS OP, V3, P1
[8]  
Kharatishvili G. L, 1967, Mathematical Theory of Control, P26
[9]  
KHARATISHVILI GL, 1961, DOKL AKAD NAUK SSSR+, V136, P39
[10]   A GENERAL STOCHASTIC MAXIMUM PRINCIPLE FOR OPTIMAL-CONTROL PROBLEMS [J].
PENG, SG .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1990, 28 (04) :966-979