On the Solution of Optimal Control Problems using Parameterized State-Dependent Riccati Equations

Abstract

This paper introduces a new algorithm for the solution of infinite horizon optimal control problems for inputaffine nonlinear systems based on a parameterization of the solutions of an associated state-dependent Riccati equation. This allows the transformation of the problem into an optimisation problem and allows approximate solutions to be derived. The algorithm is illustrated on two nonlinear optimal control problems with known solution. If applied to solve the classical Linear Quadratic Regulator problem, the algorithm recovers the solution.