Optimisation problem for some class of hybrid differential-difference systems with delay

Abstract

In the paper, the linear differential-difference dynamic systems with delayed arguments are considered. Such systems have a lot of application areas, in particular, processes with repetitive and learning structure. We apply the method of the separation hyperplane theorem for convex sets to establish optimality conditions for the control function to drive the trajectory to zero equilibrium state in the fastest possible way. For the special case of the integral control constraints, the proposed method is detailed to establish an analytical form of the optimal control function. The illustrative example is given to demonstrate the obtained results with the step-by-step calculation of the basic elements of the optimal control.

Keywords

• differential-difference system
• delayed argument
• time optimal control problem