| Issue |
ESAIM: COCV
Volume 14, Number 4, October-December 2008
|
|
|---|---|---|
| Page(s) | 767 - 779 | |
| DOI | https://doi.org/10.1051/cocv:2008009 | |
| Published online | 30 January 2008 | |
Optimal impulsive control of delay systems
School of
Electrical and Computer Engineering, Georgia Institute of
Technology, Atlanta, GA 30302, USA; florent@ece.gatech.edu; erik.verriest@ece.gatech.edu; magnus@ece.gatech.edu
Received:
27
July
2006
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
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