Abstract
In this paper, we constructed a control operator, G, which enables a Conjugate Gradient Method (CGM) to be employed in solving continuous time linear regulator problems with delay parameter in the state variable. The control operator takes care of any of Mayer's, Lagrange's and Bolza's cost form of linear regulator problems. It is the desire of the authors of this paper that the application of this control operator will further improve on the result of the Conjugate Gradient Method in solving this class of optimal control problem.
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