Finding the optimal control of linear systems via He's variational iteration method

Abstract

In this article, He's variational iteration method has been applied to find the optimal control of linear systems, approximately. Numerical results are given for several test examples involving scalar and second-order systems to demonstrate the applicability and efficiency of the method.

Keywords:

• variational iteration method
• optimal control problems
• Pontryagin's maximum principle
• Hamiltonian system

2000 AMS Subject Classification::

• 49M05