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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2010, Volume 16, Number 2, Pages 186–198
(Mi timm561)
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This article is cited in 1 scientific paper (total in 1 paper)
Asymptotics of the optimal control in a linear optimal control problem
Yu. V. Parysheva Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
Abstract:
An optimal control problem is considered with fast and slow variables, smooth geometric constraints on the control, and a terminal performance criterion. The connection is shown between the optimal control and a solution of a certain nonlinear system of algebraic equations for the vector of the initial conditions of conjugate variables in the maximum principle. Based on this connection and the known results on the asymptotics of a solution.
Keywords:
optimal control, terminal performance criterion, bounded controls, singular perturbations, asymptotic expansions.
Received: 13.09.2009
Citation:
Yu. V. Parysheva, “Asymptotics of the optimal control in a linear optimal control problem”, Trudy Inst. Mat. i Mekh. UrO RAN, 16, no. 2, 2010, 186–198
Linking options:
https://www.mathnet.ru/eng/timm561 https://www.mathnet.ru/eng/timm/v16/i2/p186
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Abstract page: | 489 | Full-text PDF : | 115 | References: | 87 | First page: | 1 |
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