A computational method for solving time-delay optimal control problems with free terminal time

作者：Liu, Chongyang; Loxton, Ryan^*; Teo, Kok Lay

来源：Systems & Control Letters, 2014, 72: 53-60.

DOI：10.1016/j.sysconle.2014.07.001

• Time-delay system
• Optimal control
• Free terminal time
• Control parameterization
• Nonlinear optimization

This paper considers a class of optimal control problems for general nonlinear time-delay systems with free terminal time. We first show that for this class of problems, the well-known time-scaling transformation for mapping the free time horizon into a fixed time interval yields a new time-delay system in which the time delays are variable. Then, we introduce a control parameterization scheme to approximate the control variables in the new system by piecewise-constant functions. This yields an approximate finite-dimensional optimization problem with three types of decision variables: the control heights, the control switching times, and the terminal time in the original system (which influences the variable time delays in the new system). We develop a gradient-based optimization approach for solving this approximate problem. Simulation results are also provided to demonstrate the effectiveness of the proposed approach.

• 出版日期2014-10
• 单位浙江大学; 山东工商学院