Approximation procedures for the optimal control of bilinear and nonlinear systems
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Abstract
Optimal control problems for bilinear systems are studied and solved with a view to approximating analogous problems for general nonlinear systems. For a given bilinear optimal control problem, a sequence of linear problems is constructed, and their solutions are shown to converge to the desired solution. Also, the direct solution to the Hamilton-Jacobi equation is analyzed. A power-series approach is presented which requires offline calculations as in the linear case (Riccati equation). The methods are compared and illustrated. Relations to classical linear systems theory are discussed.
Key Words
Nonlinear optimal control bilinear systems approximation algorithms Hamilton-Jacobi equations linear-analytic dynamicsPreview
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References
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© Plenum Publishing Corporation 1984