A general algorithm for control problems with variable parameters and quasi-linear models

This paper presents an algorithm that is able to solve optimal control problems in which the modelling of the system contains variable parameters, with the added complication that, in certain cases, these parameters can lead to control problems governed by quasi-linear equations. Combining the techniques of Pontryagin’s Maximum Principle and the shooting method, an algorithm has been developed that is not affected by the values of the parameters, being able to solve conventional problems as well as cases in which the optimal solution is shown to be bang-bang with singular arcs.