  We present a temporal decomposition scheme for solving long-horizon optimal
control problems. In the proposed scheme, the time domain is decomposed into a
set of subdomains with partially overlapping regions. Subproblems associated
with the subdomains are solved in parallel to obtain local primal-dual
trajectories that are assembled to obtain the global trajectories. We provide a
sufficient condition that guarantees convergence of the proposed scheme. This
condition states that the effect of perturbations on the boundary conditions
(i.e., initial state and terminal dual/adjoint variable) should decay
asymptotically as one moves away from the boundaries. This condition also
reveals that the scheme converges if the size of the overlap is sufficiently
large and that the convergence rate improves with the size of the overlap. We
prove that linear quadratic problems satisfy the asymptotic decay condition,
and we discuss numerical strategies to determine if the condition holds in more
general cases. We draw upon a non-convex optimal control problem to illustrate
the performance of the proposed scheme.
