The optimal control of hereditary systems

This thesis considers the optimal control of systems governed by hereditary systems. In particular, the thesis examines the numerical solutions of these optimal control problems, but some theoretical results are obtained. Gradient, conjugate gradient and second order methods for integro-differential systems are presented here together with a proof of the convergence of the ε-method and the minimum principle for these systems. In addition, gradient, conjugate gradient and second order methods for time lag systems are discussed and some results on other hereditary processes are presented, The implementation of the numerical methods for time lag and integro-differential systems is examined at length, and several numerical examples are discussed. Some consideration is given to systems having state variable inequality constraints.