X. Xu et Sk. Agrawal, Finite-time optimal control of polynomial systems using successive suboptimal approximations, J OPTIM TH, 105(2), 2000, pp. 477-489
It is shown in this paper that the finite-time optimal control of polynomia
l systems can be obtained by solving a sequence of optimal control problems
for the linearized problem. The paper provides proof of convergence as wel
l as illustration of the procedure by two examples.