Geometric existence theory for the control-affine nonlinear optimal regulator

For infinite horizon nonlinear optimal control problems in which the control term enters linearly in the dynamics and quadratically in the cost, well-known conditions on the linearised problem guarantee existence of a smooth globally optimal feedback solution on a certain region of state space containing the equilibrium point. The method of proof is to demonstrate existence of a stable Lagrangian manifold M and then construct the solution from M in the region where M has a well-defined projection onto state space. We show that the same conditions also guarantee existence of a nonsmooth viscosity solution and globally optimal set-valued feedback on a much larger region. The method of proof is to extend the construction of a solution from M into the region where M no-longer has a well-defined projection onto state space. (c) 2004 Elsevier Inc. All rights reserved.