Higher Order Methods for Determining Optimal Controls and Their Sensitivities Conference Paper uri icon


  • In this paper, the Hamilton-Jacobi-Bellman (HJB) equation is utilized to solve a class of weakly nonlinear optimal control problems. Through successive higher-order differentiations of the HJB equation, optimal controls and their sensitivities to changes in initial conditions are approximated without iteration. For highly nonlinear problems, the approximation scheme is modified to provide only sensitivities of the nominal control, with respect to initial conditions and system parameters, which can be used to quickly generate a family of neighboring optimal solutions. Three numerical examples are presented to demonstrate the utility of this approximation scheme. Copyright 2010 by Chris McCrate.

name of conference

  • AIAA Guidance, Navigation, and Control Conference

published proceedings

  • AIAA Guidance, Navigation, and Control Conference

author list (cited authors)

  • McCrate, C., Vadali, S., & Bhattacharya, R.

citation count

  • 4

complete list of authors

  • McCrate, Chris||Vadali, Srinivas||Bhattacharya, Raktim

publication date

  • August 2010