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Numerical Solution of a Class of Nonlinear Optimal Control Problems Using Linearization and Discretization

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DOI: 10.4236/am.2011.25085    6,174 Downloads   12,722 Views   Citations

ABSTRACT

In this paper, a new approach using linear combination property of intervals and discretization is proposed to solve a class of nonlinear optimal control problems, containing a nonlinear system and linear functional, in three phases. In the first phase, using linear combination property of intervals, changes nonlinear system to an equivalent linear system, in the second phase, using discretization method, the attained problem is converted to a linear programming problem, and in the third phase, the latter problem will be solved by linear programming methods. In addition, efficiency of our approach is confirmed by some numerical examples.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

M. Skandari and E. Tohidi, "Numerical Solution of a Class of Nonlinear Optimal Control Problems Using Linearization and Discretization," Applied Mathematics, Vol. 2 No. 5, 2011, pp. 646-652. doi: 10.4236/am.2011.25085.

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