The optimal control law for general nonlinear system with quadratic index is given in terms of the solution to the Hamilton-Jocabi-Bellman (HJB) equation or nonlinear Two Point Boundary Value (TPBV) problem.

• 一般非线性系统的最优控制律和哈密尔顿-雅可比-贝尔曼(Hamilton-Jocabi-Bellman, HJB)等式或非线性两点边值(Two Point Boundary Problem, TPBV)问题联系在一起,其解析解很难得到,对近似解的研究引起了人们的广泛关注。 外界普遍存在的持续干扰严重影响到系统的性能,扰动抑制问题有广阔的应用领域。