An Optimal Solution to Infinite Horizon Nonlinear Control Problems: Part II

Abstract: This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we establish a regularized solution approach consisting of a ``finite free final time" optimal transfer problem to the terminal set which renders the set globally asymptotically stable. Further, we show that the approximations converge to the optimal infinite horizon cost as the size of the terminal set decreases to zero. We also perform the analysis for the discounted problem and show that the terminal set is asymptotically stable only for a subset of the state space and not globally. The theory is empirically evaluated on various nonholonomic robotic systems to show that the cost of our approximate problem converges and the transfer time into the terminal set is dependent on the initial state of the system, necessitating the free final time formulation.