Optimal Control Algorithm Of Nonlinear State-Delay System

A numerical method of optimal control problem is presented for nonlinear state-delay system. The optimal control of nonlinear state-delay system problem is modified into one consisting of the minimization of a linear form over a set of positive measures satisfying linear constraints; the minimization in the new problem can be approximated by a finite dimensional linear programming problem. The solution of this linear programming is used to construct a nearly optimal control. A numerical example is given to illustrate the procedure; the numerical results show the algorithm is available.