A Numerical Solution of Nonlinear Optimal Control Problems

In this article, an analytic approximate method is combined with a spectral collocation method for solving nonlinear optimal control problems. Convergence of the proposed iteration procedure is proved. In opposite of many direct methods, an excellent approximation of the costate is available in a straightforward manner. Comparison with known methods confirms the validity and high accuracy of the proposed method. Numerical experiments are given to assess the features and performance of the method

کلیدواژه ها:

two-point boundary value problems ، spectral methods ، parametric iteration method ، direct and indirect approaches