Abstract
There are many kinds of nonlinear optimal control problems, such as constrained/unconstrained problems, free/fixed terminal-time problems, parameter dependent/independent problems, and so on. It is said that those optimal conrtol problems, especially free-terminal-time, parameter-dependent, and initial-state-constraint ones, are very difficult to slove numerically. In this paper, based on a new idea, we present a unified computational approach that is applicable to those optimal conrtol problems. We demonstrate the effectiveness of our approach through some numerical simulations, includng time-optimal control problems, and a singular control problem.
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