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.
Shirazian, M., & Effati, S. (2020). A Novel Successive Approximation Method for Solving a Class of Optimal Control Problems. Caspian Journal of Mathematical Sciences, 9(1), 124-136. doi: 10.22080/cjms.2019.17346.1430
MLA
Mohammad Shirazian; Sohrab Effati. "A Novel Successive Approximation Method for Solving a Class of Optimal Control Problems", Caspian Journal of Mathematical Sciences, 9, 1, 2020, 124-136. doi: 10.22080/cjms.2019.17346.1430
HARVARD
Shirazian, M., Effati, S. (2020). 'A Novel Successive Approximation Method for Solving a Class of Optimal Control Problems', Caspian Journal of Mathematical Sciences, 9(1), pp. 124-136. doi: 10.22080/cjms.2019.17346.1430
VANCOUVER
Shirazian, M., Effati, S. A Novel Successive Approximation Method for Solving a Class of Optimal Control Problems. Caspian Journal of Mathematical Sciences, 2020; 9(1): 124-136. doi: 10.22080/cjms.2019.17346.1430
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