An approximating pseudospectral method with state‐dependent coefficient optimization for nonlinear optimal control problem

The approximating sequence Riccati equation method is an efficient approach for solving the nonlinear optimal control problems, but its neglect of dynamics and necessary optimality condition makes law difficult to satisfy optimality. In this paper, pseudospectral with state-dependent coefficient optimization algorithm proposed solve defect. By introducing method, original problem transformed into a linear subproblems, which preserves nonlinearity solution. Then based on gradient projection technique proposed, ensures law. A double-layer structure designed facilitate coordination between algorithm. Theoretical analysis proves convergence method. Comparative case studies illustrate effectiveness in reducing performance index ensuring