A Method for Solve the Time Delay Optimal Control Problems

In this paper, we intend to present a numerical method for solving time delay optimal control problems.To achieve this target, we proposed a pseudo spectral method based on the operational matrix of integration. In this method, we divide the time interval of the problem into some nonequal subintervals. Then approximate state and control variables using the Legendre-Gauss-Lobatto quadrature and Lagrange polynomial. The problem is discretized to a nonlinear programming problem that can be solved withFmincon in Matlab in easily. Finally, we show the capability of the present method by solving one numerical example and compare with some methods

کلیدواژه ها:

Time delay optimal control problems ، Spectral method ، Nonlinear programming