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A composite Chebyshev finite difference method for nonlinear optimal control problems. (English) Zbl 1282.65075
A composite Chebyshev finite difference method based on hybrid of block-pulse functions and Chebyshev polynomials using the Chebyshev-Gauss-Lobatto points is employed for solving nonlinear time-varying optimal control problems governed by ordinary differential equations. The efficiency of the globally convergent method is demonstrated through numerical examples governed by ordinary differential equations. The advantages of the proposed method are an easy implementation and a good representation of smooth and nonsmooth functions by finite hybrid expansion.

MSC:
65K10 Numerical optimization and variational techniques
49M25 Discrete approximations in optimal control
49J15 Existence theories for optimal control problems involving ordinary differential equations
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