Abstract
This paper deals with the stabilization of affine nonlinear systems with input saturation. We formulate the Hamilton-Jacobi-Bellman (HJB) equation corresponding to constrained control. A recursive algorithm for sequential improvement of the control which converges to the nearly optimal law is proposed by solving for a sequence of cost functions satisfying a sequence of generalized Hamilton-Jacobi-Bellman (GHJB) equations, and may provide a procedure for selecting effective controls for nonlinear systems with input constraints. The approach has been applied to a simple example to show the effectiveness of the proposed controller with input constraints.
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