Automatic Solution of Nthorder Optimal Control Problems

An automatic method for obtaining the numerical solution of a certain class of nth-order nonlinear optimal control problems is described. The derivatives required for the solution of the two-point boundary value problem are computed automatically. The user of the program need only input the Hamiltonian function by calling the appropriate Fortran subroutines. This paper extends the methods described by the authors in previous papers in that it increases the order of the system that can be handled by the program from second order to the general nth order.