An application of differential transform method for solving nonlinear optimal control problems

In this paper, we present a capable algorithm for solving a class of nonlinear optimal control problems (OCP's). The approach rest mainly on the differential transform method (DTM) which is one of the approximate methods. The DTM is a powerful and efficient technique for finding solutions of nonlinear equations without the need of a linearization process. Utilizing this approach, the optimal control and the corresponding trajectory of the OCP's are found in the form of rapidly convergent series with easily computed components. Numerical results are also given for several test examples to demonstrate the applicability and the efficiency of the method.

Keywords:

Optimal Control Problems , Differential transform method , Hamiltonian system