A segmented algorithm for solving a class of state constrained discrete optimal control problems

A segmented algorithm for solving state constrained optimal control problems is presented. Its main feature is that it may be implemented on an array of digital computers. Such an implementation exhibits two attractive properties. The first one is that the computational time is reduced due to the parallelism of computations achieved. The second property is that a graceful degradation of performance is realized, i.e., the array produces approximate solutions in the presence of hardware faults.