Suboptimal stabilization of a linear system (Q1882080)

The author considers the problem of minimizing the quantity \((1/2) \|x(t_1)\|^2\), where \(t_1>0\) is fixed, \(x(t)\) is a solution of the linear system \[ \dot x=A(t)x +\varepsilon B(t)u,\quad x\in\mathbb{R}^n,\;u\in U, \] \(U\) is cube in \(\mathbb{R}^r\), and \(\varepsilon>0\) is a small parameter. As an application of the Maximum Principle, the author constructs a discontinuous relay function \(u=u(t)\) which is suboptimal, in the sense that the corresponding solutions fulfil the inequality \[ (1/2)\|x(t_1,x_0, t_0)\|^2-J (x_0,t_0)\leq C\varepsilon^2 \] for some \(c>0\), where \(J(x_0, t_0)\) represents the infimum of the objective functional. The author points out the implications of the result on the stabilization problem. The paper contains an example.