Some numerical tests for an alternative approach to optimal feedback control

We test a recently proposed approach to optimal feedback control of nonlinear systems leading to an iterative descending strategy [24]. We start by discussing the numerical implementation of this strategy, and propose a number of improvements that can speed up the computation process by up to two orders of magnitude. The resulting algorithm is then applied to a series of test problems of increasing complexity. Results seem to show that this can be a promising strategy to bear in mind for more realistic situations.