Title :
Power Series Solution of the Hamilton-Jacobi-Bellman Equation for Descriptor Systems
Author :
Sjöberg, Johan ; Glad, Torkel
Author_Institution :
Division of Automatic Control, Department of Electrical Engineering, Linkopings universitet, SE-581 83 Linköping, SWEDEN. johans@isy.liu.se
Abstract :
Optimal control problems for a class of nonlinear descriptor systems are considered. It is shown that they possess a well-defined analytical feedback solution in a neighborhood of the origin, provided stabilizability and some other regularity conditions are satisfied. Explicit formulas for the series expansions of the cost function and control law are given.
Keywords :
Automatic control; Control systems; Cost function; Feedback; Integral equations; Jacobian matrices; Nonlinear control systems; Nonlinear equations; Optimal control; State-space methods;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1583267