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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 4, Pages 628–652 (Mi zvmmf9683)  

This article is cited in 11 scientific papers (total in 11 papers)

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

G. A. Kurinaa, Nguyên Thị Hoàib

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
References:
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.
Received: 24.01.2011
English version:
Computational Mathematics and Mathematical Physics, 2012, Volume 52, Issue 4, Pages 524–547
DOI: https://doi.org/10.1134/S0965542512040100
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: G. A. Kurina, Nguyên Th{\d i} Hoài, “Asymptotic solution of singularly perturbed linear-quadratic optimal control problems with discontinuous coefficients”, Zh. Vychisl. Mat. Mat. Fiz., 52:4 (2012), 628–652; Comput. Math. Math. Phys., 52:4 (2012), 524–547
Citation in format AMSBIB
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  • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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