An improvement algorithm based on local approximation of the attainable set.
Nonlinear, finite-dimensional, nonstationary, continuous-time control systems are considered. Using a solution of the Bellman equation and based on an approximate representation of the reachable set, certain algorithms for optimal control problems are proposed and discussed. Moreover, several remarks and comments are given. Relationships to results existing in the literature are also mentioned. A simple numerical example which illustrates the theoretical considerations and the usefulnes of the proposed algorithm is also presented.
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