A novel approach for nonconvex optimal control problems

Abstract

The nonconvex optimal control problem with the concave terminal objective function has been considered. First, the problem reduces to the concave minimization problem and then we apply the global optimality condition given by Strekalovsky [On the global extremum problem, Soviet Math. Doklady 292 (1987), pp. 1062–1066.] to the problem. Based on the global optimality condition, we propose a method for improving a current stationary process in the problem. The proposed method has been tested on some example problems.