A method for solving the linear-nonquadratic optimal control problem
线性–非二次最优控制问题的一种解法

The quasi-Riccati equation method is discussed for solving the linear-nonquadratic optimal control problems without terminal state-constrains; and accordingly propose an efficient method for obtaining numerical solutions to the linear-nonquadratic problems without constraints. By combining this method with the penalty method which approximately converts a problem with constraints to one without constraints, we develop an algorithm for approximately computing the solutions to linear-nonquadratic optimal control problems with terminal state-constrains.