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.