In this thesis, two numerical methods for solving an important class of nonlinear optimal control problems are presented. The first method is based upon hybrid functions approximations. The properties of hybrid functions consist of block-pulse functions and Chebyshev polynomials are presented. The operational matrices of integration and product are used to reduced the solution of optimal control problem to the solution of algebraic equations. The second method is based upon quasilinearization technique introduced by Jaddu. In order to demonstrate the efficiency, validity and applicability of the new method, some numerical example are included. Moreover a comparison is made between two methods.