Optimal control via collocation and non-linear programming

Abstract
The collocation method meshed with non-linear programming techniques provides an efficient strategy for the numerical solution of optimal control problems. Good accuracy can be obtained for the state and the control trajectories as well as for the value of the objective function. In addition, the control strategy can be quite flexible in form. However, it is necessary to select the appropriate number of collocation points and number of parameters in the approximating functions with care.

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