A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems

In this paper we present a novel method for solving a class of nonlinear optimal feedback control problems with moderately high dimensional state spaces, based on an adapted version of the BMARS algorithm. Numerical experiments were performed using problems with up to six state variables. The numerical results clearly demonstrate the efficiency and potential of the method for solving high dimensional problems.