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Avtomatika i Telemekhanika, 2006, Issue 8, Pages 3–11
(Mi at1219)
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This article is cited in 10 scientific papers (total 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.
Citation:
N. V. Voropaeva, V. A. Sobolev, “Decomposition of a linear-quadratic optimal control problem with fast and slow variables”, Avtomat. i Telemekh., 2006, no. 8, 3–11; Autom. Remote Control, 67:8 (2006), 1185–1193
Linking options:
https://www.mathnet.ru/eng/at1219 https://www.mathnet.ru/eng/at/y2006/i8/p3
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