An efficient design for solving discrete optimal control problem with time-varying multi-delays
The focus of this article is on the study of discrete optimal control problems (DOCPs) governed by time-varying systems, including time-varying delays in control and state variables. DOCPs arise naturally in many multi-stage control and inventory problems where time enters discretely in a natural fa...
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| Format: | Article |
| Language: | English |
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Ferdowsi University of Mashhad
2022-11-01
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| Series: | Iranian Journal of Numerical Analysis and Optimization |
| Subjects: | |
| Online Access: | https://ijnao.um.ac.ir/article_42944_7683f5e3c1d0c61b9ea2ea06d19d176c.pdf |
| _version_ | 1798018909092184064 |
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| author | S.M. Abdolkhaleghzade S. Effati S.A. Rakhshan |
| author_facet | S.M. Abdolkhaleghzade S. Effati S.A. Rakhshan |
| author_sort | S.M. Abdolkhaleghzade |
| collection | DOAJ |
| description | The focus of this article is on the study of discrete optimal control problems (DOCPs) governed by time-varying systems, including time-varying delays in control and state variables. DOCPs arise naturally in many multi-stage control and inventory problems where time enters discretely in a natural fashion. Here, the Euler--Lagrange formulation (which are two-point boundary values with time-varying multi-delays) is employed as an efficient technique to solve DOCPs with time-varying multi-delays. The main feature of the procedure is converting the complex version of the discrete-time optimal control problem into a simple form of differential equations. Since the main problem is in discrete form, then the Euler--Lagrange equation changes to an algebraic system with initial and final conditions. The graphic representation of numerical simulation results shows that the proposed method can effectively and reliably solve DOCPs with time-varying multi-delays. |
| first_indexed | 2024-04-11T16:32:03Z |
| format | Article |
| id | doaj.art-e8d9e35a9f744533b9d56e78ecf9500c |
| institution | Directory Open Access Journal |
| issn | 2423-6977 2423-6969 |
| language | English |
| last_indexed | 2024-04-11T16:32:03Z |
| publishDate | 2022-11-01 |
| publisher | Ferdowsi University of Mashhad |
| record_format | Article |
| series | Iranian Journal of Numerical Analysis and Optimization |
| spelling | doaj.art-e8d9e35a9f744533b9d56e78ecf9500c2022-12-22T04:14:01ZengFerdowsi University of MashhadIranian Journal of Numerical Analysis and Optimization2423-69772423-69692022-11-0112Issue 3 (Special Issue) - On the occasion of the 75th birthday of Professor A. Vahidian and Professor F. Toutounian71973810.22067/ijnao.2022.78220.116842944An efficient design for solving discrete optimal control problem with time-varying multi-delaysS.M. Abdolkhaleghzade0S. Effati1S.A. Rakhshan2Department of Applied Mathematics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran.Department of Applied Mathematics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran.Department of Applied Mathematics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran.The focus of this article is on the study of discrete optimal control problems (DOCPs) governed by time-varying systems, including time-varying delays in control and state variables. DOCPs arise naturally in many multi-stage control and inventory problems where time enters discretely in a natural fashion. Here, the Euler--Lagrange formulation (which are two-point boundary values with time-varying multi-delays) is employed as an efficient technique to solve DOCPs with time-varying multi-delays. The main feature of the procedure is converting the complex version of the discrete-time optimal control problem into a simple form of differential equations. Since the main problem is in discrete form, then the Euler--Lagrange equation changes to an algebraic system with initial and final conditions. The graphic representation of numerical simulation results shows that the proposed method can effectively and reliably solve DOCPs with time-varying multi-delays.https://ijnao.um.ac.ir/article_42944_7683f5e3c1d0c61b9ea2ea06d19d176c.pdfdiscrete-time optimal control problem with time-varying delayeuler–lagrange equationspontryagin maximum principle |
| spellingShingle | S.M. Abdolkhaleghzade S. Effati S.A. Rakhshan An efficient design for solving discrete optimal control problem with time-varying multi-delays Iranian Journal of Numerical Analysis and Optimization discrete-time optimal control problem with time-varying delay euler–lagrange equations pontryagin maximum principle |
| title | An efficient design for solving discrete optimal control problem with time-varying multi-delays |
| title_full | An efficient design for solving discrete optimal control problem with time-varying multi-delays |
| title_fullStr | An efficient design for solving discrete optimal control problem with time-varying multi-delays |
| title_full_unstemmed | An efficient design for solving discrete optimal control problem with time-varying multi-delays |
| title_short | An efficient design for solving discrete optimal control problem with time-varying multi-delays |
| title_sort | efficient design for solving discrete optimal control problem with time varying multi delays |
| topic | discrete-time optimal control problem with time-varying delay euler–lagrange equations pontryagin maximum principle |
| url | https://ijnao.um.ac.ir/article_42944_7683f5e3c1d0c61b9ea2ea06d19d176c.pdf |
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