Abstract
A finite-horizon nonlinear optimal control problem is considered. Stat-quad duality is used to generate an equivalent problem with linear dynamics and running cost that is quadratic in state with an additional term that is nonlinear in newly introduced control state variables. The new problem form is used to obtain a representation of the value function in terms of staticization over a set of quadratic functions, where the coefficients of the quadratic functions consist of the solutions to certain ODEs. A novel numerical method is indicated for solution of the resulting staticization problem; the method leverages the low dimensionality of nonlinearity. An example is included.
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