IEEE Transactions on Automatic Control, Vol.56, No.3, 675-680, 2011
An Efficient Chebyshev Algorithm for the Solution of Optimal Control Problems
In this paper, we derive an efficient Chebyshev algorithm for solving optimal control problems. The Chebyshev expansions are employed to approximate both the control and the state functions. The discretizing process and the related techniques are unique compared to existing methods. The optimal control problems are transformed into the resulting mathematical programming problems. Theoretical analysis is given to support the method. Further numerical examples and comparisons are presented to illustrate the efficiency of the method.