Sensitivity Approach to Optimal Control for Affine Nonlinear Discrete-time Systems

This paper deals with the optimal control problem for a class of affine nonlinear discrete-time systems. By introducing a sensitivity parameter and expanding the system variables into a Maclaurin series around it, we transform the original optimal control problem for affine nonlinear discrete-time systems into the optimal control problem for a sequence of linear discretetime systems. The optimal control law consists of an accurate linear term and a nonlinear compensating term, which is an infinite sequence of adjoint vectors. In the present approach, iteration is required only for the nonlinear compensation series. By intercepting a finite sum of the series, we obtain a suboptimal control law that reduces the complexity of the calculations. A numerical simulation shows that the algorithm can be easily implemented and has a fast convergence rate.