Solving optimal control problems with control delays using direct transcription

The numerical treatment of optimal control problems with state and control delays is important in a wide variety of scientific and technical applications. Solutions to these types of problems are difficult to obtain via analytic techniques since the system may be nonlinear and subjected to complicated inputs and constraints. There are several numerical methods available to compute the solutions of optimal control problems without delays. One such popular method is direct transcription. Although the numerical solutions of optimal control delay problems are important, less literature and software exists in this area. A general purpose industrial grade direct transcription code that can handle optimal control problems with both state and control constraints and delays is under development. Control delays pose a special challenge. A new technique for treating control delays when using a direct transcription approach is investigated in this paper.