Most of the systems in the real world are time-variant systems, which means the constant gain LQR controller can not attain the optimal control which is a balance between state response and control efforts. In this thesis, we will design for new approximate algorithm to determine optimal control for time-variant systems.;The first New Approximate Algorithm divides time into intervals and computes the optimal control for the time-variant system in each interval. This algorithm is shown to be superior to the algorithm studied by Moonjelly [1].;The Second and Third New Approximate Algorithm convert the control solution from a backwards-in-time algorithm to a forwards-in-time algorithm for time-variant systems.;The forth New Approximate Algorithm finds the optimal control that drives the final state to a specified value in a finite time for time-variant systems. |