NUMERICAL-SOLUTION OF TIME-DELAYED OPTIMAL-CONTROL PROBLEMS WITH TERMINAL INEQUALITY CONSTRAINTS

In this short communication we consider an approximation scheme for so lving time-delayed optimal control problems with terminal inequality c onstraints. Time-delayed problems are characterized by variables x(t-t au) with a time-delayed argument. In our scheme we use a Pade approxim ation to determine a differential relation for y(t), an augmented stat e that represents x(t-tau). Terminal inequality constraints, if they e xist, are converted to equality constraints via Valentine-type unknown parameters. The merit of this approach is that existing, well-develop ed optimization algorithms may be used to solve the transformed proble ms. Two linear/non-linear time-delayed optimal control problems are so lved to establish its usefulness.