ABSTRACT
This chapter formulates a nonseparable optimal control problem in general terms and provides an approach that enables iterative dynamic programming to be used. It uses difference equations rather than differential equations. The strategy for solving problems where the performance index is not an explicit function of the final state was suggested by Luus and Tassone. The chapter illustrates the strategy with two nonlinear nonseparable problems such as Luus-Tassone problem and Li-Haimes problem. It also discusses the optimum control policies for these nonseparable problems.
