Analog computer for non-linear optimal control

In the optimization of a non-linear system one is generally faced with a complicated two point boundary value problem. This two point boundary value problem in the case of a linear system can be solved by breaking it into two one point boundary value problems, by going into the Riccati equation. However in case of a non-linear or bilinear system the solution of the Riccati equation is not a simple undertaking. Thus various iteration methods are often tried.