The State-Dependent Riccati Equation in Nonlinear Optimal Control: Analysis, Error Estimation and Numerical Approximation
This paper analyzes the theoretical foundations, error bounds, and numerical approximations of the State-Dependent Riccati Equation (SDRE) approach for nonlinear optimal control, introducing a residual-minimizing decomposition strategy and demonstrating through numerical experiments that the Newton-Kleinman iterative method offers superior stability and cost-effectiveness compared to the offline-online approach.