%A Vladimir Milic %A Alberto Bemporad %A Josip Kasac %A Zeljko Situm %D 2012 %L eprints1340 %X In this paper, the numerical algorithm based on conjugate gradient method to solve a finite-horizon min-max optimization problem arising in the ??; 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. %B 20th Mediterranean Conference on Control & Automation (MED), 2012 %R 10.1109/MED.2012.6265811 %T Numerical algorithm for nonlinear state feedback ?? optimal control problem %P 1253 -1258 %O 20th Mediterranean Conference on Control & Automation (MED) Barcelona, Spain, July 3-6, 2012 %I IEEE