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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2010 Volume 16, Number 2, Pages 186–198 (Mi timm561)

This article is cited 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.

UDC: 517.977

Received: 13.09.2009



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