OPTIMAL CONTROL OF LINEAR SYSTEMS WITH TIME LAG.

Abstract

New results are given which permit a numerical solution of the optimal regulator problem for systems governed by linear differential-difference equations in which the optimization interval is finite. An iterative algorithm which assures convergence to the optimum is derived from the necessary and sufficient conditions for optimality. This algorithm requires neither the choice of an initial control nor the choice of a convergence parameter. The conditions for optimality are derived in two forms: an integral equation and a coupled set of differential-difference equations. Numerical examples for this are presented. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1965
Accession Number
AD0618332

Entities

People

  • Thomas Edwin Mueller

Organizations

  • University of Illinois Urbana–Champaign

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Convergence
  • Difference Equations
  • Equations
  • Heuristic Methods
  • Integral Equations
  • Integrals
  • Intervals
  • Linear Systems
  • Mathematical Analysis
  • Mathematics
  • Optimization
  • Regulators

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Operations Research