Optimal impulsive control of delay systems
Electrical and Computer Engineering, Georgia Institute of
Technology, Atlanta, GA 30302, USA; email@example.com; firstname.lastname@example.org; email@example.com
Revised: 9 May 2007
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.
Mathematics Subject Classification: 49K15 / 49K25
Key words: Optimal control / impulse control / switched systems / delay systems / calculus of variation.
© EDP Sciences, SMAI, 2008