Suboptimal local feedback control for a class of constrained discrete time nonlinear control problems

In this paper, we consider a class of constrained discrete time optimal control problems involving general nonlinear dynamics with fixed terminal time. A method to solve the feedback control problem for a class of unconstrained continuous time nonlinear systems has been proposed previously. In that work, the solution is based on synthesizing an approximate suboptimal feedback controller locally in the neighbourhood of a certain nominal optimal trajectory. This paper expands on the same theme by considering problems involving discrete time systems. Taking advantage of the nature of discrete time systems, a further reduction on the computational effort of synthesising the feedback controller is made possible. Also, this paper extends the applicability of the method to constrained systems. For illustration, a numerical example is solved using the proposed method. (C) 1998 Elsevier Science Ltd. All rights reserved.