%0 Book Section %A Milic, Vladimir %A Bemporad, Alberto %A Kasac, Josip %A Situm, Zeljko %B 20th Mediterranean Conference on Control & Automation (MED), 2012 %D 2012 %F eprints:1340 %I IEEE %P 1253 -1258 %T Numerical algorithm for nonlinear state feedback ℌ∞ optimal control problem %U http://eprints.imtlucca.it/1340/ %X In this paper, the numerical algorithm based on conjugate gradient method to solve a finite-horizon min-max optimization problem arising in the ℌ∞; control of nonlinear systems is presented. The feedback control and disturbance variables are formulated as a linear combination of basis functions. The proposed algorithm, which has a backward-intime structure, directly finds very accurate approximations of these feedbacks. Benchmark examples with analytic solutions are provided to demonstrate the effectiveness of the proposed algorithm. %Z 20th Mediterranean Conference on Control & Automation (MED) Barcelona, Spain, July 3-6, 2012