Optimal control problem with linear unrestricted control is considered. We do some transformations of this problem to the nonlinear one for which the classical solving methods are effective. Algorithm of improvement is suggested. Approximation of piecewise continuous trajectories of system using continuous functions is constructed.%本文考虑具有线性无约束控制的最优控制问题.我们把这个问题变换成非线性问题,古典方法对求解这类非线性问题是有效的,从而提出改进算法.改进算法中用连续函数构造了系统的分段连续轨道的近似.
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