Numerical treatment of nonlinear optimal control problems

Abstract

In this paper, we present iterative and non-iterative methods for the solution of nonlinear optimal con- trol problems (NOCPs) and address the sufficient conditions for uniqueness of solution. We also study convergence properties of the given techniques. The approximate solutions are calculated in the form of a convergent series with easily computable components. The efficiency and simplicity of the methods are tested on a numerical example.

Keywords

• Optimal control problem
• Pontryagin’s maximum principle
• Non-iterative methods
• Convergence.