Memoryless solution to the optimal control problem for linear systems with delayed input
This note investigates the optimal control problem for a time-invariant linear systems with an arbitrary constant time-delay in in the input channel. A state feedback is provided for the infinite horizon case with a quadratic cost function. The solution is memoryless, except at an initial time interval of measure equal to the time-delay. If the initial input is set equal to zero, then the optimal feedback control law is memoryless from the beginning. Stability results are established for the closed...