Malaysian Journal of Mathematical Sciences, May 2015, Vol. 9, No. 2
Numerical Solution of a Class of Nonlinear Optimal Control Problems
S. A. Saeed Alavi and Aghileh Heydari
Corresponding Email: alavi601@yahoo.com
Received date: -
Accepted date: -
Abstract:
In this article, a numerical approach for solving a class of nonlinear optimal control problems is presented. This approach is a combination of a spectral collocation method and the parametric iteration method. As will be shown, the proposed indirect strategy provides good approximations of all variables i.e. control, state and costate as opposed to the many direct methods. Several examples are considered to assess the accuracy and features of the presented method.
Keywords: two-point boundary value problems, spectral methods, parametric iteration method, direct and indirect approaches
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