The Riccati Integral Equation Arising in Optimal Control of Delay Differential Equations

摘要

In this paper we discuss the linear regulator problem associated with delay-differential equations. Formulas for the optimal feedback control and optimal trajectory are derived; this naturally leads to a Riccati integral equation in the state space of the delay equation. Finally, the linear regulator problem for the delay equation is approximated by sequences of regulator problems associated with ordinary differential equations in Euclidean space. (Author)