A boundary-value technique to solve linear state regular problems

DOI10.1007/BF00940734MaRDI QIDQ1114643zbMATH OpenFDO

Authors M. K. Kadalbajoo, Arindama Singh

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00940734

zbMATH Keywords

free endpoint optimal control problemslinear state and quadratic costtwo-point boundary-value problem

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Singular perturbations for ordinary differential equations (34E15) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

Review text

A method is proposed to solve free endpoint optimal control problems with linear state and quadratic cost. After translating the problem into a two-point boundary-value problem (TPBVP) that arises from the optimization of the Hamiltonian, two points \(t_ 1\) and \(t_ 2\), \(t_ 1<t_ 2\), belonging to the given interval of integration \([t_ 0,t_ f]\), are chosen and conditions are derived at these points appropriately. Then, letting \(\tau =(t-t_ 0)/\epsilon\), \(\sigma =(t_ f-t)/\epsilon\), the \(\tau\)-scaled, the original, and the \(\sigma\)-scaled TPBVP's are solved on the intervals \([t_ 0,t_ 1]\), \([t_ 1,t_ 2]\), and \([t_ 2,t_ f]\) respectively as boundary-value problems.

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Cites work

• Singular perturbation of linear regulators: Basic theorems
• The Singularly Perturbed Linear State Regulator Problem

Cited in

(1)

• A Boundary value technique for solving singularly perturbed, fixed end-point optimal control problems

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