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It is shown in this paper that the successive approximation procedure simplifies computations of the optimal solution of a bilinear-quadratic optimal control problem. For a given bilinear system affected by external periodic disturbances, a sequence of linear problems is constructed, and their solutions are shown to converge to the desired solution. By solving iterative the sequences, the optimal...
This paper presents the successive approximation procedure of the optimal solution for an infinite-time bilinear-quadratic optimal control problem. For a given bilinear system affected by period disturbances, a sequence of linear problems is constructed, and their solutions are shown to converge to the desired solution. By solving iterative the sequences, the optimal control law is obtained. By comparing...
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