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3 papers
Asymptotic expansion of solution to singularly perturbed optimal control problem with convex integral quality functional with terminal part depending on slow and fast variables
A. R. Danilina,
A. A. Shaburovb a Institute of Mathematics and Mechanics,
Ural Branch of Russian Academy of Sciences,
Sofia Kovalevskaya str. 16,
620990, Ekaterinburg, Russia
b Ural Federal University,
Mir str. 19,
620002, Ekaterinburg, Russia
Abstract:
We consider an optimal control
problem with a convex integral quality functional for a linear
system with fast and slow variables in the class of piecewise
continuous controls with smooth constraints on the control
$$
\left\{
\begin{aligned}
& \dot{x}_{\varepsilon} = A_{11}x_{\varepsilon} +
A_{12}y_{\varepsilon}+B_{1}u,\qquad
t\in[0,T],\qquad \|u\|\leqslant 1,\\
&\varepsilon\dot{y}_{\varepsilon} = A_{22}y_{\varepsilon} +
B_{2}u,\quad x_{\varepsilon}(0)=x^{0},\qquad
y_{\varepsilon}(0)=y^{0},\qquad \nabla\varphi_2(0)=0,
\\
&J(u)\mathop{:=}\nolimits \varphi_1\left(x_\varepsilon(T)\right) +
\varphi_2\left(y_\varepsilon(T)\right) +
\int\limits_{0}^{T}\|u(t)\|^2\,dt\rightarrow \min,
\end{aligned}
\right.
$$
where
$x\in\mathbb{R}^{n}$,
$y\in\mathbb{R}^{m}$,
$ u\in\mathbb{R}^{r}$;
$A_{ij}$ and
$B_{i}$,
$i,j=1,2$, are
constant matrices of corresponding dimension, and the functions
$\varphi_{1}(\cdot), \varphi_{2}(\cdot)$ are continuously differentiable
in
$\mathbb{R}^{n}, \mathbb{R}^{m},$ strictly convex, and cofinite
in the sense of the convex analysis. In the general case, for such problem, the Pontryagin
maximum principle is a necessary and sufficient optimality
condition and there exist unique vectors
$l_\varepsilon$ and
$\rho_\varepsilon$ determining an optimal control
by the formula
$$
u_{\varepsilon}(T-t):= \frac{C_{1,\varepsilon}^{*}(t)l_\varepsilon + C_{2,\varepsilon}^{*}(t)\rho_\varepsilon}
{S\left(\|C_{1,\varepsilon}^{*}(t)l_\varepsilon +
C_{2,\varepsilon}^{*}(t)\rho_\varepsilon\|\right)},
$$
where
\begin{align*}
&
C_{1,\varepsilon}^{*}(t):= B^*_1 e^{A^*_{11}t} +
\varepsilon^{-1}B^*_2\mathcal{W^*}_\varepsilon(t),\quad
C_{2,\varepsilon}^{*}(t):= \varepsilon^{-1}
B^*_2 e^{A^*_{22} t/\varepsilon},
\\
&
\mathcal{W}_\varepsilon(t):= e^{A_{11}t}\int\limits_{0}^{t}
e^{-A_{11}\tau}A_{12}e^{A_{22} \tau/\varepsilon}\,d\tau, \quad
S(\xi)\mathop{:=}\nolimits \left\{
\begin{aligned}
& 2,\qquad 0\leqslant \xi\leqslant2,
\\
&\xi, \qquad \xi>2.
\end{aligned}
\right.
\end{align*}
The main difference of our problem from the previous papers
is that the terminal part of quality functional depends on the slow
and fast variables and the controlled system is a more general form. We prove that in the case of a finite number
of control change points, a power asymptotic
expansion can be constructed for the initial vector of dual state
$\lambda_\varepsilon=\left(l_\varepsilon^*\:
\rho_\varepsilon^*\right)^*$, which determines the type of the optimal control.
Keywords:
optimal control, singularly perturbed problems, asymptotic expansion, small parameter.
UDC:
517.977
MSC: 49N05,
93C70