Asymptotic series solution of optimal systems with small time delay

A fixed final time free end-point optimal problem with a small time delay is considered. This problem leads to a nonlinear boundary-value problem consisting of both advanced- and retarded-type differential-difference equations. An asymptotic power series solution to the problem is constructed in terms of time delay. This asymptotic approximation procedure is aimed at improving a "nominal design" in which the small time delay is neglected. A scalar example illustrates the construction of asymptotic expansions. Numericai results on a coupled-core nuclear-reactor power control problem clearly show the advantages of the method.