
doi: 10.34657/2922
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.
ddc:510, 49K15, article, 49K21, Retarded optimal control problems -- delays in state and control -- mixed control-state inequality constraints -- Pontryagin's minimum principle -- discretization methods -- optimal control of a CSTR reactor -- optimal fishing, 510
ddc:510, 49K15, article, 49K21, Retarded optimal control problems -- delays in state and control -- mixed control-state inequality constraints -- Pontryagin's minimum principle -- discretization methods -- optimal control of a CSTR reactor -- optimal fishing, 510
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 0 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
