نویسندگان | M Hajipour, A Jajarmi |
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نشریه | Communications in Nonlinear Science and Numerical Simulation |
نوع مقاله | Full Paper |
تاریخ انتشار | 2018 |
رتبه نشریه | ISI (WOS) |
نوع نشریه | چاپی |
کشور محل چاپ | ایران |
چکیده مقاله
Using the Pontryagin’s maximum principle for a time-delayed optimal control problem results in a system of coupled two-point boundary-value problems (BVPs) involving both time-advance and time-delay arguments. The analytical solution of this advance-delay two-point BVP is extremely difficult, if not impossible. This paper provides a discrete general form of the numerical solution for the derived advance-delay system by applying a finite difference θ-method. This method is also implemented for the infinite-time horizon time-delayed optimal control problems by using a piecewise version of the θ-method. A matrix formulation and the error analysis of the suggested technique are provided. The new scheme is accurate, fast and very effective for the optimal control of linear and nonlinear time-delay systems. Various types of finite- and infinite-time horizon problems are included to demonstrate the accuracy, validity and applicability of the new technique.