AbstractIn this short communication we consider an approximation scheme for solving time‐delayed optimal control problems with terminal inequality constraints. Time‐delayed problems are characterized by variablesx(t‐ τ) with a time‐delayed argument. In our scheme we use a Páde approximation to determine a differential relation fory(t), an augmented state that representsx(t‐ τ). Terminal inequality constraints, if they exist, are converted to equality constraints via Valentine‐type unknown parameters. The merit of this approach is that existing, well‐developed optimization algorithms may be used to solve the transformed problems. Two linear/non‐linear time‐delayed optimal control problems are solved to esta
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