TY - JFULL AU - Akbar Banitalebi and Mohd Ismail Abd Aziz and Rohanin Ahmad PY - 2013/6/ TI - A Direct Probabilistic Optimization Method for Constrained Optimal Control Problem T2 - International Journal of Mathematical and Computational Sciences SP - 810 EP - 816 VL - 7 SN - 1307-6892 UR - https://publications.waset.org/pdf/16738 PU - World Academy of Science, Engineering and Technology NX - Open Science Index 77, 2013 N2 - A new stochastic algorithm called Probabilistic Global Search Johor (PGSJ) has recently been established for global optimization of nonconvex real valued problems on finite dimensional Euclidean space. In this paper we present convergence guarantee for this algorithm in probabilistic sense without imposing any more condition. Then, we jointly utilize this algorithm along with control parameterization technique for the solution of constrained optimal control problem. The numerical simulations are also included to illustrate the efficiency and effectiveness of the PGSJ algorithm in the solution of control problems. ER -