New Results in Quasi-Optimum Control
A technique of quasi-optimum control, developed by the author in 1966, has as its goal to permit one to use the apparatus of optimum control theory without having to solve the two-point boundary value problem for the actual problem. This is achieved by assuming the actual problem is “near” a simplified problem the solution of which was known. In this case, the control law adds a linear correction to the costate of the simplified problem. The linear correction is obtained as the solution of a matrix Riccati equation. After a review of the theory, several new applications of the technique are provided. These include mildly nonlinear processes, processes with bounded-control, and processes with state-variable constraints.