Tracking Fast Trajectories Along a Slow Dynamics: A Singular Perturbations Approach (Q4377401)

The paper deals with optimal control problems with singular perturbations in which the dynamics and the cost functional depend on both fast and slow variables. Let the small parameter \(\varepsilon\) be the speed ratio of the slow and fast movements. The authors derive a nominal limit problem associated with the limit case and such that the case \(\varepsilon >0\) small can be regarded as a small perturbation. From the introduction: ``The essence of our approach is that the controller solves on an infinitesimal scale dynamic control problems associated with the fast motion, and integrates their solutions on the slow scale. The integrated control policy is, under appropriate conditions, a near optimal policy for the original singular perturbations problem. In this paper we do not investigate thoroughly mathematical aspects such as finding general conditions under which the procedure works. Rather, we do not hesitate to assume that the solution to the limit problem exists, and we prove that it is near optimal. In the closing section of the paper we display a broad class of tracking problems for which the solution can be exhibited''.