Abstract
In recent years, the computation of optimal open loop control laws by multiple shooting has found very much attraction due to stability and efficiency of the method on the one hand and the flexibility and wide applicability of the indirect approach on the other hand.The present paper introduces an extension of this method which allows a very convenient computation of first order approximations of feedback control laws, which adapt the nominal solution to perturbations of state variables and process parameters (and thus admits a direct treatment of specific perturbations in boundary conditions or differential equations).The new method is numericallv stable and does not need any on - line computations. Moreover, it reauires only first order derivatives to be provided by the user.
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