Numerical Study of Polynomial Feedback Laws for a Bilinear Control Problem

Abstract: An infinite-dimensional bilinear optimal control problem with infinite-time horizon is considered. The associated value function can be expanded in a Taylor series around the equilibrium, the Taylor series involving multilinear forms which are uniquely characterized by generalized Lyapunov equations. A numerical method for solving these equations is proposed. It is based on a generalization of the balanced truncation model reduction method and some techniques of tensor calculus, in order to attenuate the curse of dimensionality. Polynomial feedback laws are derived from the Taylor expansion and are numerically investigated for a control problem of the Fokker-Planck equation. Their efficiency is demonstrated for initial values which are sufficiently close to the equilibrium.