Abstract

A new algorithm is presented to solve a class of deterministic drift counteraction optimal control (DCOC) problems for nonlinear discrete-time systems. The objective is to find a control policy that maximizes the time until the system violates prescribed constraints for the first time. We analyze convergence of the algorithm and show that it is more accurate compared to the conventional value iteration algorithm from dynamic programming. Two numerical DCOC examples of a forced van der Pol oscillator and of north-south station keeping of a geostationary satellite are reported.

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