On the Hierarchical Optimization of Retarded Systems via Costate Prediction

The costate prediction method of hierarchical control of non-linear systems is based on two substitution relations for the first- and second-level problems in a multilevel formulation. The method has shown superior computational behavior for unretarded systems as compared to other schemes such as goal coordination or interaction prediction. In this paper the costate prediction is extended to retarded continuous-time and discrete-time systems. Algorithms are developed and illustrated for numerical examples.