Abstract
This paper proposes an integrated optimal design of a two-level hierarchical system, which is constructed by a discrete-time high-level system such as a production-scheduling system and a continuous-time low-level control system. First, an integrated optimal design problem is formulated using a cost function composed of continuoustime and discrete-time cost functions, and an optimal control input of this problem based on the finite-time optimal control problem is derived. Next, the difference in performance between the proposed and the standard design methods is given explicitly. Finally, the effectiveness of the proposed method is shown by numerical examples on the slab heating control for reheating furnaces.