  A local convergence rate is established for an orthogonal collocation method
based on Gauss quadrature applied to an unconstrained optimal control problem.
If the continuous problem has a sufficiently smooth solution and the
Hamiltonian satisfies a strong convexity condition, then the discrete problem
possesses a local minimizer in a neighborhood of the continuous solution, and
as the number of collocation points increases, the discrete solution
convergences exponentially fast in the sup-norm to the continuous solution.
This is the first convergence rate result for an orthogonal collocation method
based on global polynomials applied to an optimal control problem.
