A Chebyshev Finite Difference Method For Solving A Class Of Optimal Control Problems

A new Chebyshev finite difference method for solving class of optimal control problem is proposed. The algorithm is based on Chebyshev approximations of the derivatives arising in system dynamics. In the performance index, we use Chebyshev approximations for integration. The numerical examples illustrate the robustness, accuracy and efficiency of the proposed technique.

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