I have a nonlinear dynamical model that is described by 12 system of ordinary differential equation in the form of
x'(t)= f(x,u); where x is the states variable and u is the control variable.
- I have constraints on the state and the control variables
- I would like to use optimal control theory to find the cost effective control mechanism for disease control.
- I am using the Pontryagin Minimun Principle to characterize an optimal solution.
- I already defined my cost function, Hamiltonian, and the co-state dynamical equations.
- Since they are very complex,they cannot be solved analytically
- I have Initial and final conditions on the states variables
- I do have final time.
- I was apply Runge-Kutta fourth order method for optimal control problem using matlab to solve the problem. But since the dynamics is complex that became so lengthy and difficult to manage.
Therefore, I am looking for numerical algorithms that can help to solve my problem efficiently.