The Meaning and Accuracy of the Improving Functions in the Solution of the CBQR by Krotov’s Method
Ido Halperin
Abstract:A new solution to the continuous-time bilinear quadratic regulator optimal control problem (CBQR) was recently developed using Krotov’s Method. This paper provides two theoretical results related to the properties of that solution. The first discusses the equivalent representation of the cost-to-go performance index. The second one breaks down this equivalence into smaller identities referencing the components of the performance index. The paper shows how these results can be used to verify the numerical accur… Show more
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