A strong variational algorithm for delay systems
In this paper, we present a convergent extension of the first-order strong-variational algorithm by Mayne and Polak for solving optimal control problems with control constraints to delay systems. Although the algorithm is similar, the proof of convergence is different, since the differential dynamic techniques used by Mayne and Polak are not applicable.
first-order strong-variational algorithm
scientific article; zbMATH DE number 3849956