On a computational algorithm for a class of optimal control problems involving discrete time delayed arguments

Author:

Murray J. M.,Teo K. L.

Abstract

AbstractIn this paper, a computational algorithm for solving a class of optimal control problems involving discrete time-delayed arguments is presented. By way of example, a simple model of a production firm is devised for which the algorithm is used to solve a decision-making problem.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics

Reference9 articles.

1. [8] Teo K. L. and Yeo L. T. , “On the computational methods of optimal control problems with applications to the decision making of a production firm ’ (submitted for publication).

2. On the optimal control of a manufacturing firm

3. Control systems with time lags

4. Stabilizability of production-inventory systems with retarded control policies

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