Uniformly valid feedback expansions for optimal control of singularly perturbed dynamic systems (Q799559)

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scientific article; zbMATH DE number 3875080
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    Uniformly valid feedback expansions for optimal control of singularly perturbed dynamic systems
    scientific article; zbMATH DE number 3875080

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      Uniformly valid feedback expansions for optimal control of singularly perturbed dynamic systems (English)
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      1985
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      This paper shows how to construct a feedback control law for a class of singularly perturbed autonomous optimization problems. The control law is expressed as a single power series in the small parameter \(\epsilon\) representing the ratio of the two effective time scales of the problem. The present approach avoids the need of expansion matching; however, equivalence with the technique of matched asymptotic expansions is demonstrated. The method is applied to a constant-speed interception problem. Comparison of numerical results with the exact solution shows an excellent agreement.
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      Hamilton-Jacobi-Bellman equation
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      feedback control law
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      singularly perturbed autonomous optimization problems
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