The main concerns of this study is to investigate and advance the knowledge of a
hierarchical algorithm for solving continuous – time
optimal control of
interconnected nonlinear dynamical system, known as Hierarchical Dynamics Integrated System Optimization and Parameter Estimation (HDISOPE) algorithm. HDISOPE algorithm is developed by extending Dynamics Integrated System Optimization and Parameter Estimation (DISOPE) approach to a hierarchical structure of optimal control problem of interconnected system, to take into account model-reality difference that may have been deliberately introduced to facilitate the solution of the complex nonlinear problem or due to the uncertainty in the
model used for computation. In this study, HDISOPE algorithm based on a linear quadratic model is implemented in MATLAB software. Two simulation examples with different levels of nonlinearities are carried out to investigate the effectiveness and the convergence properties of the algorithm.
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