A second-order feedback method for optimal control computations

A second-order method for computing optimal control is described. The method computes control corrections from the state perturbations through feedback coefficients. On each successive trajectory a test is made for a conjugate point, and the algorithm automatically forms a control correction when such points occur. Unlike some earliermethods, terminal constraints of arbitrary dimensions are handled by the method. Numerical results for two cases of a non-linear example based on van der Pol´s equation are included.