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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2011, Volume 17, Number 3, Pages 266–270
(Mi timm738)
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This article is cited in 3 scientific papers (total in 3 papers)
Asymptotics of a solution to a linear optimal control problem in the singular case
Yu. V. Parysheva Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
Abstract:
A linear optimal control problem with fast and slow variables, smooth geometric constraints on the control, and a terminal value function is considered. Conditions are found under which the asymptotic expansion of the value function contains logarithmic terms.
Keywords:
optimal control, terminal value function, bounded controls, singular perturbations, asymptotic expansions.
Citation:
Yu. V. Parysheva, “Asymptotics of a solution to a linear optimal control problem in the singular case”, Trudy Inst. Mat. i Mekh. UrO RAN, 17, no. 3, 2011, 266–270
Linking options:
https://www.mathnet.ru/eng/timm738 https://www.mathnet.ru/eng/timm/v17/i3/p266
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