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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 4, Pages 603–616
(Mi zvmmf666)
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This article is cited in 3 scientific papers (total in 3 papers)
Asymptotics of the solution to a liner-quadratic periodic problem with a singular matrix perturbation in the performance index
G. A. Kurina, S. S. Shchekunskikh Voronezh State University, Faculty of Mathematics
Abstract:
A liner-quadratic periodic optimal control problem with a singular matrix perturbation in the performance index is considered. An asymptotic expansion of its solution in nonnegative integer powers of is constructed by applying a direct scheme. The proximity of the exact solution to the approximate one is estimated for the control, trajectory, and functional. It is shown that the functional minimized does not increase when a higher order asymptotic approximation to the optimal control is used.
Key words:
liner-quadratic periodic control problem, asymptotic method, convergence rate estimation.
Received: 27.05.2004
Citation:
G. A. Kurina, S. S. Shchekunskikh, “Asymptotics of the solution to a liner-quadratic periodic problem with a singular matrix perturbation in the performance index”, Zh. Vychisl. Mat. Mat. Fiz., 45:4 (2005), 603–616; Comput. Math. Math. Phys., 45:4 (2005), 579–592
Linking options:
https://www.mathnet.ru/eng/zvmmf666 https://www.mathnet.ru/eng/zvmmf/v45/i4/p603
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