Abstract

This paper proposes a general framework for the numerical solution of nonlinear optimal control arising in optimal regulators and some related H ∞ problems. This approach is based on Galerkin methods, commonly used today in computational physics for the solution of partial differential equations appearing for example in structural mechanics, fluid mechanics or heat-conduction problems. It leads to approximations of optimal control laws in closed-loop form. From the viewpoint ofstability and robustness, these approximations are stabilizing under mild sufficient conditions. Some examples are provided that demonstrates the effectiveness of this approach.

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