Numerical Methods for Solving Optimal Control Problems

There are many different numerical processes for approximating an optimal control problem. Three of those are explained here: The Forward Backward Sweep, the Shooter Method, and an Optimization Method using the MATLAB Optimization Tool Box. The methods will be explained, and then applied to three different test problems to see how they perform. The results show that the Forward Backward Sweep is the best of the three methods with the Shooter Method being a competitor.