Linear Optimal Control of Bilinear Systems

This text provides a comprehensive treatment of linear methods to optimal control of bilinear systems. The book advocates dynamic programming as the means to simplify and decompose required computations for the optimal control of bilinear-quadratic systems. In addition, the book examines two special classes of bilinear-quadratic control problems: namely, singularly perturbed and weakly coupled bilinear control systems. The usefulness of the presented methods to these two types of control problem is demonstrated by several real control system examples.