a novel successive approximation method for solving a class of optimal control problems

This paper presents a successive approximation method (sam) for solving a large class of optimal control problems. the proposed analytical-approximate method successively solves the twopoint boundary value problem (tpbvp), obtained from the pontryagin’s maximum principle (pmp). the convergence of this method is proved and a control design algorithm with low computational complexity is presented. through the finite number of algorithm iterations, a suboptimal control law is obtained for the optimal control problem. an illustrative example is given to show the efficiency of the proposed method.