Sensitivity approach of optimal control for linear discrete large-scale systems with state time-delay

Based on the sensitivity analysis theory, we proposed an optimal control approach for linear discrete large-scale systems with state time-delay. A sensitivity parameter was introduced to the original two-point boundary problems to eliminate the time-delay and time-advance terms. The problems were further transformed to accelerate the convergence speed. The derived problems have neither time-delay nor time-advance terms. Solving them, we got the optimal control law of the original problems. By intercepting the frontal finite terms of the solution series, we obtained a suboptimal control law.