Accuracy estimate for approximations of the optimal control in a delay system on a finite time interval

D. S. Bykov

Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 19 (2013) no. 4, pp. 32-41

Résumé

The method of averaging approximations is used for solving the problem of finding an optimal control in a system of delay differential equations on a finite time interval. The method allows to approximate the solution of the problem by optimal controls in systems of ordinary differential equations. The rate of convergence of approximating controls to the optimal control is found.

Détail

Keywords: delay differential equations; optimal control; functional phase space; finite-dimensional approximations.

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