Iterative solution of optimal control problems with fast and slow motions (Q792614)

The paper proposes a numerical method for solving optimal control problems for nonlinear systems containing small parameters in the derivative. The main idea is to solve separately the equations for the slow and the fast motion in different time scales. Because of the contractive influence of the small parameter, the presented iterative procedures are convergent. Two problems are considered: an unconstrained problem with integral functional which is equivalent to a two-point- boundary-value problem, and a problem with control constraints, to which gradient methods are applied.