Sakawa-Shindo algorithm for optimal control of time-delay systems, with applications to epidemiology

Abstract

We extend the Sakawa-Shindo algorithm to solve optimal control problems where the system dynamics involve an arbitrary number of discrete state delays. We prove that the algorithm guarantees termination in a finite number of steps, asymptotic first-order optimality of the generated control sequence and convergence of a subsequence to a control satisfying first-order optimality, and we apply it to the optimal design of non-pharmaceutical interventions and vaccination plans for epidemic models with delays associated with incubation period and vaccination.