Numerical solutions for constrained time-delayed optimal control problems

Abstract

In this paper, time-delayed optimal control problems governed by delayed differential equation are solved. Two different techniques based on integration and differentiation matrices are considered. The time-delayed term of the problem has been approximated by Chebyshev interpolating polynomials. On this basis, the optimal control problem can be solved as a mathematical programming problem. The example illustrates the robustness, accuracy and efficiency of the proposed numerical techniques.

Keywords:

• delayed differential equation
• spectral methods
• El-gendi method
• differentiation matrix
• optimal control

2000 AMS Subject Classification :

• 34H05
• 34K35
• 49J15