An enhanced control parameterization technique with variable switching times for constrained optimal control problems with control-dependent time-delayed arguments and discrete time-delayed arguments

Abstract

In this paper, we consider an optimal control problem whose dynamic system consists of control-dependent time-delayed arguments in the control and discrete time-delayed arguments in the state. Recently, control parameterization methods using hybrid time-scale transformation techniques have been developed to optimize both the control parameters and their switching times when the dynamic system consists of discrete time-delayed arguments only. This transformation maps the variable switching times in the original time horizon to fixed switching times in the new time horizon. Thus, the purpose of this paper is to extend the above technique to solve problems with both control-dependent time-delayed arguments and discrete time-delayed arguments. Using the above technique, we convert both the delayed state vector and the delayed control vector into non-delayed vectors in the new time horizon; hence both the control parameters and their switching times can be optimized. The gradients of the objective functions and the constraint functions with respect to the switching times and the controls are obtained. Two numerical examples, one of which is a practical problem involving the optimal transmission of messages in an internet, are solved to demonstrate the efficiency of our method.