Abstract

The present paper treats several numerical aspects of an algorithm designed for a very general class of optimal control problems with state - dependent time delays in control and state variables. The approach chosen deals with computation of parameterized controls by successive quadratic approximation. The emphasis of the paper is put on the key problem of solving the dynamical systems with delays and associated variational systems in an efficient, safe and stable way by a variable order and step multistep method REBUS, based on the concept of natural interpolation. As a numerical application, the optimal control of a chemical reactor from a perturbed to an equilibrium state is given.

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