This paper suggests a new and efficient method for solving linear quadratic optimal control problems. A shifted chebyshev matrix approach is implemented for solving this problem. In this method, the problem of optimal control changes into a problem of non-linear programming which can be solved easily. The corresponding nonlinear programming problem will be solved using Matlab software to find the unknown coefficients which are related to the approximate solution. Numerical examples are also given in order to compare this new method with another one. Manuscript profile

In this paper, a new approach based on weighted sum algorithm is applied to solve multi-objective optimal programming problems (MOOPP) and multi-objective optimal control problems (MOOCP). In this approach, first, we change the problem into a new one whose optimal solution is obtained by solving some single-objective problems simply. Then, we prove that the optimal solutions of the two problems are equal. Numerical examples are presented to show the efficiency of the given approach. Manuscript profile