Method of successive approximations for solution of optimal control problems

Abstract : The determination of optimal control for a process, which is described by a system of ordinary differential equations of the nth order, is reduced to a boundary value problem for a system of equations of the 2nth order. The solution of boundary value problems for complex non-linear systems often encounters significant computational difficulties and re quires a large expenditure of machine time. Theorefore, methods of solving optimal control problems, which permit the circumvention of these difficulties, are presented for considera tion. A method of successive approximations, which is based on the maximal principle, is proposed for the determination of optimal control in problems with an open right limit. (Author)