Differential dynamic-programming approach to optimal nonlinear distributed-parameter control systems

Abstract

The optimal distributed and boundary control of nonlinear distributed-parameter systems with nonlinear cost functionals is treated. First- and second-order algorithms for improving a nominal distributed and/or boundary-control function are developed. The approach of iteratively solving the distributed-parameter Hamilton-Jacobi equation, known as differential dynamic-programming technique, is followed. A simple example illustrates the theory.