Abstract
For bilinear control systems with quadratic cost, the so-called bilinear-quadratic problems, a feedback controller for the finite-time case is designed. An iteration procedure in close proximity to the Riccati approach is presented, and the proof of convergence is outlined. The potential of the new method is discussed, and the design procedure is illustrated for two examples.
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Communicated by G. Leitmann
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Hofer, E.P., Tibken, B. An iterative method for the finite-time bilinear-quadratic control problem. J Optim Theory Appl 57, 411–427 (1988). https://doi.org/10.1007/BF02346161
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DOI: https://doi.org/10.1007/BF02346161