This article is cited in 10 papers

Deterministic Systems

Decomposition of a linear-quadratic optimal control problem with fast and slow variables

N. V. Voropaeva, V. A. Sobolev

Samara State University

Abstract: A linear-quadratic optimal control problem for a discrete different time-scale system is studied. The decomposition of the boundary value problem for the maximum principle is based on the geometric approach using the properties of invariant manifolds of slow and fast motions. This approach aids in constructing a transformation for reducing the initial problem to a boundary-value problem for slow variables and two initial-value problems for fast variables. The transformation is expressed as an asymptotic siries in powers of a small parameter.

PACS: 02.30.Yy

Presented by the member of Editorial Board: A. P. Kurdyukov

Received: 16.11.2005

 English version: Automation and Remote Control, 2006, 67:8, 1185–1193

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