Geodesic
Asymptotics of a solution to a linear optimal control problem in the singular case
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 17 (2011) no. 3, pp. 266-270
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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, asymptotic expansions.
Mots-clés : singular perturbations 
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Yu. V. Parysheva. Asymptotics of a solution to a linear optimal control problem in the singular case. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 17 (2011) no. 3, pp. 266-270. http://geodesic.mathdoc.fr/item/TIMM_2011_17_3_a25/

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