Bilinear quadratic optimal control: A recursive approach

This paper deals with the time-varying bilinear quadratic optimal control problem. Using Adomian's decomposition method, we shall first derive a functional expansion for the input–output map of the system, then transform the cost functional so that it yields the optimal control in a recursive manner. The optimal tracking problem is considered to illustrate the theory. An alternative method is derived which is proved to be more ‘robust’.