Title :
Power Series Solution of the Hamilton-Jacobi-Bellman Equation for Time-varying Differential-Algebraic Equations
Author :
Sjöberg, Johan ; Glad, Torkel
Author_Institution :
Dept. of Electr. Eng., Linkopings Universitet, Linkoping
Abstract :
Optimal control problems for a class of nonlinear time-varying differential-algebraic equations are considered. It is shown that they possess a well-defined feedback solution in a neighborhood of the origin. Explicit formulas for the series expansions of the cost function and control law are given
Keywords :
differential algebraic equations; feedback; nonlinear control systems; nonlinear differential equations; optimal control; series (mathematics); time-varying systems; Hamilton-Jacobi-Bellman equation; control law; cost function; feedback solution; nonlinear time-varying differential-algebraic equations; optimal control; power series solution; Cost function; Differential equations; Feedback control; Infinite horizon; Jacobian matrices; Nonlinear equations; Optimal control; Partial differential equations; Time varying systems; USA Councils;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377079
