This book is designed to be a comprehensive treatment of linear methods
to optimal control of bilinear systems. The unified theme of this book
is the use of dynamic programming in order to simplify and decompose
required computations for the optimal control of bilinear-quadratic
systems. There are numerous examples of bilinear control systems that
provide great challenges to engineers, mathematicians and computer
scientists: these include nuclear reactors, missile intercept problems
and mechanical brake systems. The book also examines two special classes
of bilinear-quadratic control problems: namely singularly perturbed and
weakly coupled bilinear control systems. The usefulness of the presented
methods to these two types of control problem is demonstrated by several
real control system examples.