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

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 4, Pages 603–616 (Mi zvmmf666)

This article is cited in 3 papers

Asymptotics of the solution to a liner-quadratic periodic problem with a singular matrix perturbation in the performance index

G. A. Kurina, S. S. Shchekunskikh

Voronezh State University, Faculty of Mathematics

Abstract: A liner-quadratic periodic optimal control problem with a singular matrix perturbation in the performance index is considered. An asymptotic expansion of its solution in nonnegative integer powers of is constructed by applying a direct scheme. The proximity of the exact solution to the approximate one is estimated for the control, trajectory, and functional. It is shown that the functional minimized does not increase when a higher order asymptotic approximation to the optimal control is used.

Key words: liner-quadratic periodic control problem, asymptotic method, convergence rate estimation.

UDC: 519.626

Received: 27.05.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:4, 579–592

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