Abstract:
An approach to the numerical solution of optimal control problems with nonseparated intermediate conditions is proposed. It is based on the transfer method for the intermediate conditions that elaborates the boundary conditions transfer method. Formulas and an algorithm for the numerical solution of the problem are presented. By way of example, two optimal control problems (a linear and a nonlinear one) are solved.
Key words:optimal control problems with intermediate conditions, numerical methods, transfer method for intermediate conditions, transfer method for boundary conditions.