Solving Optimal Control Problems by using Hermite polynomials

Yari, Ayatollah; Mirnia, Mir Kamal

doi:10.22034/cmde.2020.29747.1433

Solving Optimal Control Problems by using Hermite polynomials

Document Type : Research Paper

Authors

Ayatollah Yari ¹
Mir Kamal Mirnia ²

¹ Department of Applied Mathematics, Faculty of Mathematical Sciences, Payame Noor University, P. O. BOX 19395-3697, Tehran, Iran.

² Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran.

10.22034/cmde.2020.29747.1433

Abstract

‎In this paper‎, ‎one numerical method is presented for numerical approximation of linear constrained optimal control problems with quadratic performance index‎. ‎The method with variable coefficients is based on Hermite polynomials‎. ‎The properties of Hermite polynomials with the operational matrices of derivative are used to reduce optimal control problems to the solution of linear algebraic equations‎. ‎Illustrative examples are included to demonstrate the validity and applicability of the technique‎.

Keywords