Summary
A novel method is proposed to obtain global solutions of fuzzy optimal control with fixed state terminal conditions and control bounds. The global solution implies that the optimal control solutions are valid for all the initial conditions in a region of the state space. The method makes use of Bellman’s principle of optimality and fuzzy generalized cell mapping method (FGCM). A discrete form of fuzzy master equation with a control dependent transition membership matrix is generated by using the FGCM. This allows to evaluate both the transient and the steady-state responses of the controlled system. The method, simply called FGCM with BP, is applied to a nonlinear system leading to excellent control performances.