Optimal control of switched systems with time delay. (English) Zbl 1123.49030
Summary: We develop a computational method for solving an optimal control problem which is governed by a switched dynamical system with time delay. Our approach is to parameterize the switching instants as a new parameter vector to be optimized. Then, we derive the required gradient of the cost function which is obtained via solving a number of delay differential equations forward in time. On this basis, the optimal control problem can be solved as a mathematical programming problem.
MSC:
| 49M15 | Newton-type methods |
| 49K25 | Optimal control problems with equations with ret.arguments (nec.) (MSC2000) |
References:
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| [3] | Xu, X. P.; Anstsaklis, P. J., Optimal control of switched systems based on parameterization of the switching instants, IEEE Trans. Automat. Control, 49, 2-15 (2004) · Zbl 1365.93308 |
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