Optimal control problems with delays in state and control and mixed control-state constraints
Optimal control problems with delays in state and control variables are studied. Constraints are imposed as mixed control-state inequality constraints. Necessary optimality conditions in the form of Pontryagin's minimum principle are established. The proof proceeds by augmenting the delayed con...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | , |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Berlin
WIAS
2007
|
| Schriftenreihe: | Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1231 |
| Schlagworte: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Tag hinzufügen | Zusammenfassung: | Optimal control problems with delays in state and control variables are studied. Constraints are imposed as mixed control-state inequality constraints. Necessary optimality conditions in the form of Pontryagin's minimum principle are established. The proof proceeds by augmenting the delayed control problem to a nondelayed problem with mixed terminal boundary conditions to which Pontryagin's minimum principle is applicable. Discretization methods for the delayed control problem are discussed which amount to solving a large-scale nonlinear programming problem. It is shown that the Lagrange multipliers associated with the programming problem provide a consistent discretization of the advanced adjoint equation for the delayed control problem. An analytical example and two numerical examples from chemical engineering and economics illustrate the results. |
|---|---|
| Beschreibung: | Unterschiede zwischen dem gedruckten Dokument und der elektronischen Ressource können nicht ausgeschlossen werden. - Auch als elektronische Ausg. vorhanden Auch als elektronisches Dokument vorh |
| Beschreibung: | 24 S. graph. Darst. 30 cm |