Asymptotic Solution of a Boundary-Value Problem for Linear Singularly-Perturbed Functional Differential Equations Arising in Optimal Control Theory

V. Y. Glizer
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V. Y. Glizer: Technion-Israel Institute of Technology

Journal of Optimization Theory and Applications, 2000, vol. 106, issue 2, No 4, 309-335

Abstract: Abstract The Hamiltonian boundary-value problem, associated with a singularly-perturbed linear-quadratic optimal control problem with delay in the state variables, is considered. A formal asymptotic solution of this boundary-value problem is constructed by application of the boundary function method. The justification of this asymptotic solution is done. The asymptotic solution of the Hamiltonian boundary-value problem is constructed and justified assuming boundary-layer stabilizability and detectability.

Keywords: optimal control problems with delay in the state variables; Hamiltonian boundary-value problems; functional differential equations; singular perturbations; asymptotic solutions (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (5)

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DOI: 10.1023/A:1004651430364

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