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A functional expansion approach to the solution of nonlinear feedback problems

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2 Author(s)
Singh, R. ; MITRE Corporation, McLean, VA, USA ; Johnson, T.L.

The application of a functional expansion technique introduced by Bellman to the determination of nonlinear optimal control laws is described. For a certain class of "smooth" control problems, it is demonstrated that the expansion technique may be improved by use of a nonlinear (rather than linear) auxiliary equation which is based on a known cost-to-go function for an associated "linear-quadratic" optimal control problem.

Published in:

Automatic Control, IEEE Transactions on  (Volume:26 ,  Issue: 2 )