Engineering applications of discrete time optimal control

Many problems of design and operation of engineering systems can be formulated as optimal control problems where time has been discretisized. This is also true even if ‘time’ is not involved in the formulation of the problem, but rather another one-dimensional parameter. This paper gives a review of some well-known and new results in discrete time optimal control methods applicable to practical problem solving within engineering. Emphasis is placed on dynamic programming, the classical maximum principle and generalized versions of the maximum principle for optimal control of discrete time systems. Several case studies will illustrate the applicability of the above mentioned methods.