scholarly journals Optimal control problems with time delays: Two case studies in biomedicine

2018 ◽  
Vol 15 (5) ◽  
pp. 1137-1154 ◽  
Author(s):  
Laurenz Göllmann ◽  
◽  
Helmut Maurer ◽  
1974 ◽  
Vol 96 (3) ◽  
pp. 269-276
Author(s):  
L. B. Horwitz

A computational algorithm is presented for a class of optimal control problems involving time delays. The approach is to restrict the control signal to a class of piecewise constant time functions with a prescribed number of switching times, compute the optimal member of this class, and then repeat with a larger number of switching times. By allowing the number of switching times to increase beyond bound a sequence of restricted optimal control signals is developed whose limit approaches the unrestricted optimal control signal. In practice the computations are terminated after a finite number of repeats, thus leading to the approximate nature of the solution. The results of two examples are included to illustrate the technique.


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