I. A. Shapovalova, “Numerical solution of the optimal control problem with variable delay of linear type”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2008, Issue 8,Pages <nobr>87

Methods of Optimization and Decision-Making

Numerical solution of the optimal control problem with variable delay of linear type

I. A. Shapovalova

Tver State University, Tver

Abstract: А numerical solution of the optimal control problem with delay depending on time is considered. The method of approximation is analyzed.

Keywords: Differential equations, optimal control, delay depending on time, principle of maximum, discreet approximation, numerical solution.

UDC: 519.6

Received: 21.02.2008
Revised: 20.03.2008