A Novel Successive Approximation Method for Solving a Class of Optimal Control Problems
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Abstract:
This paper presents a successive approximation method (SAM) for solving a large class of optimal control problems. The proposed analytical-approximate method, successively solves the Two-Point Boundary Value Problem (TPBVP), obtained from the Pontryagin's Maximum Principle (PMP). The convergence of this method is proved and a control design algorithm with low computational complexity is presented. Through the finite number of algorithm iterations, a suboptimal control law is obtained for the optimal control problem. An illustrative example is given to demonstrate the efficiency of the proposed method.
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Journal title
volume 9 issue 1
pages 124- 136
publication date 2020-01-01
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