Optimal Control of Time-Delay Systems

For optimal control of time-delay systems it is recommended to divide the time interval into a number of sampling periods and to use piecewise constant control over each sampling period, to make the problem suitable for the use of nonlinear programming. As the number of sampling periods is increased, in the limit a very good approximation to the continuous optimal control policy is obtained. This approach is tested with a nonlinear CSTR system, showing that reliable results are obtained even if the delay is large.