Geodesic
Asymptotics of the solution to a singularly perturbed linear-quadratic optimal control problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 55 (2015) no. 2, pp. 194-206 
A. I. Kalinin; L. I. Lavrinovich. Asymptotics of the solution to a singularly perturbed linear-quadratic optimal control problem. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 55 (2015) no. 2, pp. 194-206. http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_2_a4/
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Voir la notice de l'article provenant de la source Math-Net.Ru

The optimization of a transient process in a linear singularly perturbed system is considered. The goal is to find an admissible control that minimizes an integral quadratic cost functional. Asymptotic approximations to optimal open-loop and feedback controls are constructed for this problem. The basic advantage of the algorithms proposed is that the original optimal control problem splits into two unperturbed problems of lower dimension.

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