Optimal control of systems with state-dependent time delay†

Necessary conditions for optimal control of systems containing a time delay that is a function of the state of the system and of time are derived by utilizing calculus of variations. The time delay may be in the state vector and in the control vector. The state vector and the control vector can be constrained by inequality constraints. A transformation to eliminate state variable inequality constraints by increasing the dimensions of state space, developed by Jacobson for an undelayed system, is extended to a system with time delays. Necessary conditions to obtain an optimal delay are shown, and an example of finding an optimal delay is included. A gradient algorithm for systems with state dependent time delays has been developed.