A Semi-Analytic Method for Solving a Class of Non-Linear Optimal Control Problems

This paper, proposes an approximate analytical method to solve a class of optimal control problems. This method is an enhancement of the variational iteration method (VIM) that named modified variational iteration method (MVIM) and eliminates all additional calculations in VIM, thus requires less time to do the calculations. In this approach, first, the optimal control problem is converted into a nonlinear two-point boundary value problem via the Pontryagins maximum principle, and then we applied the MVIM method to solve this boundary value problem. This suggested method is suitable for a large class of nonlinear optimal control problems that for the non-linear part of the problem, we used the Taylor series expansion. In the end, three examples are provided to demonstrate the simplicity and efficiency of the method. Numerical results of the proposed method versus other methods is presented in tables. All calculations were carried out using Mathematica software