Document Type : Research Paper
Department of Applied Mathematics, Faculty of Mathematical Sciences, Payame Noor University, P. O. BOX 19395-3697, Tehran, Iran.
Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran.
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.