Geodesic
Reduction of the optimal tracking problem in the presence of noise
Vestnik Samarskogo universiteta. Estestvennonaučnaâ seriâ, Tome 28 (2022) no. 3-4, pp. 32-39

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In this paper, the decomposition method based on the theory of fast and slow integral manifolds is used to analyze the optimal tracking problem. We consider a singularly perturbed optimal tracking problem with a given reference trajectory in the case of incomplete information about the state vector in the presence of random external perturbations.
Mots-clés : singular perturbations, fast variables
Keywords: integral manifolds, integral manifold, optimal tracking, asymptotic expansion, differential equations, slow variables. 
@article{VSGU_2022_28_3-4_a3,
     author = {V. A. Sobolev},
     title = {Reduction of the optimal tracking problem in the presence of noise},
     journal = {Vestnik Samarskogo universiteta. Estestvennonau\v{c}na\^a seri\^a},
     pages = {32--39},
     publisher = {mathdoc},
     volume = {28},
     number = {3-4},
     year = {2022},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSGU_2022_28_3-4_a3/}
}
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V. A. Sobolev. Reduction of the optimal tracking problem in the presence of noise. Vestnik Samarskogo universiteta. Estestvennonaučnaâ seriâ, Tome 28 (2022) no. 3-4, pp. 32-39. http://geodesic.mathdoc.fr/item/VSGU_2022_28_3-4_a3/