A new analytical method for solving a class of nonlinear optimal control problems

In this paper, we introduce a new analytic technique for a class of nonlinear optimal control problems and present a theorem of convergence of the method. In this scheme, first, the original optimal control problem is transformed into a nonlinear two-point boundary value problem via the Pontryagin's maximum principle, and then, we apply a new method for solving two-point boundary value problem. The proposed modification is made by introducing He's polynomials in the correction functional. The suggested algorithm is quite efficient and is practically well suited for using in these problems. The proposed iterative scheme finds the solution without any discretization, linearization, or restrictive assumptions. Copyright (c) 2013 John Wiley & Sons, Ltd.