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Abstract: There is a lot of large-scale system with delay in industrial engineering, it's optimal decision is always difficult. On the basis of the optimization study of the production scheme and control, the dynamic programming model of a kind of large-scale system with delay is summarized and it's optimization
algorithm is studied. The principle of optimality under condition is
proposed, so the dynamic programming is extended to the optimization
of the system with delay. The recursive algorithm of delay dynamic
differential programming is presented and it’s convergence under some conditions is proved. This algorithm is used in the coordinate-lever of the optimal hierarchical control of the water plant and the simulation
demonstrates its availability and efficiency. The result obtained is important for energy-saving. The model and the algorithm mentioned may be used in a more wide range.
Key words: Large-scale system with delay
Principle of optimality under condition
Delay dynamic differential programming
Optimal hierarchical control
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CLC No: TP10 TP278
Received 20060511, received in revised form 20061225
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