Optimal worst case estimation for LPV–FIR models with bounded errors

This work presents an approximate solution method for the infinite-time nonlinear quadratic optimal control problem. The method is applicable to a large class of nonlinear systems and involves solving a Riccati equation and a series of algebraic equations. The conditions for uniqueness and stability of the resulting feedback policy are established. It is shown that the proposed approximation method is useful in determining the region in which the constrained and unconstrained optimal control problems are identical. A reactor control problem is used to illustrate the method.