Speaker
Laurent Pfeiffer
(Inria & CMAP, École polytechnique, IPP)
Description
Abstract: We propose to approximate the value function of a nonlinear stabilization problem with a Taylor expansion around the equilibrium point. For such problems, it can be shown that the second-order derivative of the value function is the solution to an algebraic Riccati equation and that all derivatives of order greater or equal to 3 are solutions to well-posed linear equations. Some theoretical and numerical results for the resulting feedback laws will be presented for a control problem of the Fokker-Planck equation.