Extensions in quasilinearization techniques for optimal control

This paper presents several extensions in quasilinearization techniques for optimal control problems. Techniques are developed that facilitate the application of quasilinearization to control problems where bounds on the controls exist. Toward this end, quadratic convergence for bounded continuous control is shown. A method for extending the region over which the method converges is presented, and the theoretical advantage of the extended method is shown. The work of Long is modified to provide more accurate integration while preserving its usefulness in solving problems where the final time is free. A companion paper presents computational results.This research was supported in part by the Air Force Office of Scientific Research, Grant No. AF-AFOSR-699-67.