Nonlinear Games: examples and counterexamples

Abstract

Popular nonlinear control methodologies are compared using benchmark examples generated with a "converse Hamilton-Jacobi-Bellman" method (CoHJB). Starting with the cost and optimal value function V, CoHJB solves HJB PDEs "backwards" algebraically to produce nonlinear dynamics and optimal controllers and disturbances. Although useless for design, it is great for generating benchmark examples. It is easy to use, computationally tractable, and can generate essentially all possible nonlinear optimal control problems. The optimal control and disturbance are then known and can be used to study actual design methods, which must start with the cost and dynamics without knowledge of V. This paper gives a brief introduction to the CoHJB method and some of the ground rules for comparing various methods. Some very simple examples are given to illustrate the main ideas. Both Jacobian linearization and feedback linearization combined with linear optimal control are used as "strawmen" design methods.

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