G. A. Kurina, Nguyên Thị Hoài, “Asymptotic solution of singularly perturbed linear-quadratic optimal control problems with discontinuous coefficients”, Zh. Vychisl. Mat. Mat. Fiz., 2012, Volume 52, Number 4,Pages <nobr>628

This article is cited in 11 papers

Asymptotic solution of singularly perturbed linear-quadratic optimal control problems with discontinuous coefficients

G. A. Kurina^a, Nguyên Thị Hoài^b

^a Voronezh State Academy of Forestry Engineering, Timiriazeva st., 8, Voronezh, 394087 Russia
^b Petro Vietnam University, 173 Trung Kinh, Yen Hoa, Cau Giay, Ha Noi, Vietnam

Abstract: An asymptotic solution of a singularly perturbed linear-quadratic optimal control problem with discontinuous coefficients is constructed by directly substituting an boundary-layer asymptotic expansion of the solution into the condition of the problem and considering a series of problems for finding the asymptotic terms. The error in the approximate solution is estimated. It is shown that the values of the minimized functional do not increase when the next approximations of the optimal control are used.

Key words: Keywords: linear-quadratic optimal control problem, singular perturbations, discontinuous coefficients, asymptotic expansion.

UDC: 519.626

Received: 24.01.2011