Summary
We propose a new numerical approach for polynomial and other nonlinear optimal control problems including problems with time delays. The approach is based on the procedure of perturbation of the conditions of nonlocal improvement and the conditions of control’s optimality. The suggested iterative perturbation methods possess characteristic nonlocal improvements of control, do not require parametric search of the improving approximations on each iteration, and have possibility for strong improvement of non-optimal controls satisfied to Pontryagin’s maximum principle.
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Buldaev, A.S. (2010). Perturbation Methods in Optimal Control Problems. In: Chinchuluun, ., Pardalos, P., Enkhbat, R., Tseveendorj, I. (eds) Optimization and Optimal Control. Springer Optimization and Its Applications(), vol 39. Springer, New York, NY. https://doi.org/10.1007/978-0-387-89496-6_17
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DOI: https://doi.org/10.1007/978-0-387-89496-6_17
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