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Optimal impulsive control of delay systems
Published online by Cambridge University Press: 30 January 2008
Abstract
In this paper, we solve an optimal control problem using the calculus of variation. The system under consideration is a switched autonomous delay system that undergoes jumps at the switching times. The control variables are the instants when the switches occur, and a set of scalars which determine the jump amplitudes. Optimality conditions involving analytic expressions for the partial derivatives of a given cost function with respect to the control variables are derived using the calculus of variation. A locally optimal impulsive control strategy can then be found using a numerical gradient descent algorithm.
- Type
- Research Article
- Information
- ESAIM: Control, Optimisation and Calculus of Variations , Volume 14 , Issue 4 , October 2008 , pp. 767 - 779
- Copyright
- © EDP Sciences, SMAI, 2008
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