Asymptotic analysis of matrix-singularly perturbed linear-quadratic problems of optimal control (Q1390397): Difference between revisions

The paper deals with the linear-quadratic problem of optimal control \[ \frac{1}{2} x'(T)Fx(T) + \frac{1}{2}\int\limits_{0}^{T} (x'(t)W(t)x(t) + u'(t)R(t)u(t))dt = \min_u, \] for the singularly perturbed control system \[ (A+\varepsilon B)\dot x (t) = C(t)x(t) + D(t)u(t),\quad x(0)=x_0. \] The authors use the direct scheme of the boundary functions method and construct the asymptotic decomposition of the problem of the boundary layer type. The estimates for the optimal control \(u^*_\varepsilon (t)\) (in \(L_2\)-norm) and for the corresponding solution \(x^*_\varepsilon (t)\) (in \(C\) -norm) are given.