### Abstract

We propose a novel approach for solving the optimal feedback control problem. Following our previous researches, we construct a Hamiltonian system by using the necessary conditions for optimality, and treat the resultant phase flow as a canonical transformation. Then starting from the Hamilton-Jacobi equations for generating functions we derive a set of 1st order quasilinear partial differential equations with the relevant terminal conditions, which forms the well-known Cauchy problem. These equations can also be obtained by applying the invariant imbedding technique to the two point boundary value problem. The solution to this Cauchy problem is utilized for solving the optimal feedback control problem with hard and soft constraint boundary conditions. As suggested by the illustrative examples, this method is promising for solving problems with control constraints, non-smooth control logic, and nonanalytic cost function.

Original language | English |
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Title of host publication | Proceedings of the 2006 American Control Conference |

Pages | 2406-2411 |

Number of pages | 6 |

Publication status | Published - 2006 Dec 1 |

Event | 2006 American Control Conference - Minneapolis, MN, United States Duration: 2006 Jun 14 → 2006 Jun 16 |

### Publication series

Name | Proceedings of the American Control Conference |
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Volume | 2006 |

ISSN (Print) | 0743-1619 |

### Other

Other | 2006 American Control Conference |
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Country | United States |

City | Minneapolis, MN |

Period | 06/6/14 → 06/6/16 |

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### All Science Journal Classification (ASJC) codes

- Electrical and Electronic Engineering

### Cite this

*Proceedings of the 2006 American Control Conference*(pp. 2406-2411). [1656580] (Proceedings of the American Control Conference; Vol. 2006).