This article is cited in 1 scientific paper (total in 1 paper)
Scientific articles
Asymptotic expansion of a solution for one singularly perturbed optimal control problem with a convex integral quality index depends on slow variables and smooth control constraints
Abstract:
The paper deals with the problem of optimal control with a convex integral quality index depends on slow variables for a linear steady-state control system with a fast and slow variables in the class of piecewise continuous controls with a smooth control constraints
{˙xε=A11xε+A12yε+B1u,t∈[0,T],‖u‖⩽1,ε˙yε=A21xε+A22yε+B2u,xε(0)=x0,yε(0)=y0,Jε(u):=φ(f(xε(T))+∫T0‖u(t)‖2dt→min,
where xε∈Rn, yε∈Rm,
u∈Rr; Aij, Bi, i,j=1,2 — are constant matrices of the corresponding dimension, and φ(⋅) – is the strictly convex and cofinite function that is continuously differentiable in Rn in the sense of convex analysis. In the general case, Pontryagin's maximum principle is a necessary and sufficient optimum condition for the optimization of a such a problem. The initial vector of the conjugate state lε is the unique vector, thus determining the optimal control. It is proven that in the case of a finite number of control switching points, the asymptotics of the vector lε has the character of a power series.
Keywords:
optimal control, singular perturbation problems, asymptotic expansions, small parameter.
Received: 17.01.2019
Bibliographic databases:
Document Type:
Article
UDC:517.977
Language: Russian
Citation:
A. A. Shaburov, “Asymptotic expansion of a solution for one singularly perturbed optimal control problem with a convex integral quality index depends on slow variables and smooth control constraints”, Russian Universities Reports. Mathematics, 24:125 (2019), 119–136
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\by A.~A.~Shaburov
\paper Asymptotic expansion of a solution for one singularly perturbed optimal control problem with a convex integral quality index depends on slow variables and smooth control constraints
\jour Russian Universities Reports. Mathematics
\yr 2019
\vol 24
\issue 125
\pages 119--136
\mathnet{http://mi.mathnet.ru/vtamu103}
\crossref{https://doi.org/10.20310/1810-0198-2019-24-125-119-136}
\elib{https://elibrary.ru/item.asp?id=37526686}
Linking options:
https://www.mathnet.ru/eng/vtamu103
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This publication is cited in the following 1 articles:
A. R. Danilin, O. O. Kovrizhnykh, “Asymptotics of a Solution to an Optimal Control Problem with a Terminal Convex Performance Index and a Perturbation of the Initial Data”, Proc. Steklov Inst. Math. (Suppl.), 323:1 (2023), S85–S97