Numerical treatment of nonlinear optimal control problems

Résumé

In this paper, we present iterative and non-iterative methods for the solution of nonlinear optimal control 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.