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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2010 Volume 50, Number 3, Pages 423–433 (Mi zvmmf4840)

Asymptotic behavior of the solution of a singularly perturbed linear-quadratic terminal control problem

A. I. Kalinin

Belarussian State University, pr. Nezavisimosti 4, Minsk, 220030 Belarus

Abstract: A quadratic terminal cost functional is minimized on the trajectories of a linear singularly perturbed system. Equality constraints are imposed on the right end of the trajectories, while the multidimensional controls are bounded in the Euclidean norm. An algorithm is proposed for constructing asymptotic approximations to the solution of the problem.

Key words: optimal control problem, linear system, quadratic functional, singular perturbations, asymptotic approximations, algorithm for constructing asymptotic approximations.

UDC: 519.626

Received: 06.07.2009
Revised: 22.09.2009


 English version:
Computational Mathematics and Mathematical Physics, 2010, 50:3, 403–413

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