A wavelet collocation method for optimal control of non-linear time-delay systems via Haar wavelets

Abstract

In this paper, a wavelet collocation approach for finding approximate optimal control of the non-linear time-delay systems is introduced. A discretized form of the optimal control problem at collocation points based on some useful properties of Haar wavelets transforms the original problem into one of non-linear programming. Some numerical examples are presented to show the proficiency of the proposed scheme in comparison with another method.