SOLVING HAMILTON-JACOBI-BELLMAN EQUATION USING VARIATIONAL ITERATION METHOD

This paper presents an analytical approximate solution for nonlinear Hamilton-Jacobi-Bellman (HJB) equation. The proposed method involves the well-known Variational Iteration Method (VIM), for solving the HJB equation, obtained from an Optimal Control Problem (OCP), and then designing a feedback suboptimal control law. An illustrative example is given to demonstrate the simplicity and efficiency of the proposed method.