Problem of optimal control for bilinear systems with endpoint constraint

ABSTRACT

In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterised through a set of unconstrained minimisation problems that approximate the former. Then a class of bilinear systems for which the optimal control can be expressed as a time-varying feedback law will be identified. Finally, applications to parabolic and hyperbolic partial differential equations are provided.

KEYWORDS:

• Quadratic cost
• optimal control
• endpoint constraint
• bilinear systems

Disclosure statement

No potential conflict of interest was reported by the author(s).