I. Introduction
The optimal control problem consists in optimizing a function called quality criterion under a set of differential equations with boundary conditions on the variables called the control system. The optimal control theory is successfully applied in many fields, such as mechanics, electrical engineering, chemistry, physics, biology, aerospace and aeronautics, robotics, agriculture, etc. [2], [4], [5], [7], [12], [14]. The control theory is also applied in different mathematical disciplines: optimal control of partial differential equations, stochastic control theory, game theory, etc.