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

Trudy Inst. Mat. i Mekh. UrO RAN, 2007 Volume 13, Number 2, Pages 55–65 (Mi timm88)

This article is cited in 5 papers

The asymptotics of the optimal value of the performance functional in a linear optimal control problem in the regular case

A. R. Danilin, Yu. V. Parysheva


Abstract: An optimal control problem is investigated for a linear system with fast and slow variables, a convex terminal performance functional depending on the slow variables, and smooth geometric constraints on the control. Sufficient regularity conditions are presented for the asymptotics of a solution of this problem, and a complete asymptotic expansion of the optimal value of the performance functional in powers of a small parameter is constructed.

UDC: 517.977

Received: 12.03.2007


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2007, 259, suppl. 2, S83–S94

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