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A conditional gradient method for a class of time-lag optimal control problems

Published online by Cambridge University Press:  17 February 2009

K. H. Wong  and
K. L. Teo
K. L. Teo
Affiliation:
School of Mathematics, University of New South Wales, P.O. Box 1, Kensington, N.S.W. 2033.
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Abstract

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In this paper, we consider a class of optimal control problems with discrete time delayed arguments and bounded control region. A computational algorithm for solving this class of time lag optimal control problems is developed by means of the conditional gradient technique. The convergence property of the algorithm is also investigated.

Type
Research Article
Information
The ANZIAM Journal , Volume 25 , Issue 4 , April 1984 , pp. 518 - 537
Copyright
Copyright © Australian Mathematical Society 1984

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