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

Trudy Inst. Mat. i Mekh. UrO RAN, 2011 Volume 17, Number 3, Pages 266–270 (Mi timm738)

This article is cited in 3 papers

Asymptotics of a solution to a linear optimal control problem in the singular case

Yu. V. Parysheva

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences

Abstract: A linear optimal control problem with fast and slow variables, smooth geometric constraints on the control, and a terminal value function is considered. Conditions are found under which the asymptotic expansion of the value function contains logarithmic terms.

Keywords: optimal control, terminal value function, bounded controls, singular perturbations, asymptotic expansions.

UDC: 517.977



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