Solving optimal control problems by variational approach based on the Adomian's Decomposition Method

Abstract

In this work the Adomian's Decomposition Method (ADM) is used to solve optimal control problems. The Lagrange multiplier method is adopted to derive the necessary conditions of optimality as a set of first-order differential equations. Then, by doing some algebraic manipulations, these equations are converted to a one ordinary differential equation, which can be easily solved, iteratively, using Adomian's Decomposition Method to deduce the optimal control law. The proposed design approach is illustrated by several examples.