| Abstract: | In solving the boundary value problem resulting from the use of Pontryagin's maximum principle, a transformation matrix is used to relate the sensitivity of the final state to the initial state. This avoids the need to solve the (n × n) differential equation to give the transition matrix, and yields very rapid convergence to the optimum. To ensure convergence, iterative dynamic programming (IDP) is used for a number of passes to yield good starting conditions for this boundary condition iteration procedure. Clipping technique is used to handle constraints on control. Five optimal control problems are used to illustrate and to test the procedure. |
