On near optimal control of systems with slow observables
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Publication:5346502
DOI10.1137/15M1047829zbMATH Open1367.49014arXiv1608.03335MaRDI QIDQ5346502FDOQ5346502
Sergey Rossomakhine, V. Gaitsgory
Publication date: 24 May 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Abstract: The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called observables) is relatively weak and the rates of change of these observables are much slower than the rates of change of the state variables themselves. The contributions of the paper are twofold. Firstly, the averaged system whose solutions approximate the trajectories of the slow observables is introduced, and it is shown that the optimal value of the problem of optimal control with time discounting criterion considered on the solutions of the system with slow observables (this problem is referred to as perturbed) converges to the optimal value of the corresponding problem of optimal control of the averaged system. Secondly, a way how an asymptotically optimal control of the perturbed problem can be constructed on the basis of an optimal solution of the averaged problem is indicated, sufficient and necessary optimality conditions for the averaged problem are stated, and a way how a near optimal solution of the latter can be constructed numerically is outlined (the construction being illustrated with an example).
Full work available at URL: https://arxiv.org/abs/1608.03335
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numerical solutionoccupational measuresaveraged systemaverage control generating familiescontrol of slow observables
Ordinary differential inclusions (34A60) Averaging method for ordinary differential equations (34C29) Singular perturbations for ordinary differential equations (34E15) Optimality conditions for problems involving ordinary differential equations (49K15) Time-scale analysis and singular perturbations in control/observation systems (93C70)
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