Chapter 5

Optimal Control of Systems Described by Integro-Differential Equations

In this chapter, a unified approach via BPFs or SLPs is presented to solve the optimal control problem of linear time-invariant systems described by integro-differential equations. By using the elegant operational properties of OFs (BPFs or SLPs), computationally elegant algorithms are developed for calculating optimal control law and state trajectory of dynamical systems. A numerical example is included to demonstrate the validity of the approach.

5.1    Introduction

Synthesis of optimal control law for deterministic systems described by the integro-differential equations has been investigated [11] via the dynamic programming approach. Subsequently, this problem ...

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