On Numerical Solution of Singularly Perturbed Optimal Control Problems

Vladimir Gaitsgory () and Matthias Gerdts ()
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Vladimir Gaitsgory: Macquarie University
Matthias Gerdts: Universität der Bundeswehr München

Journal of Optimization Theory and Applications, 2017, vol. 174, issue 3, No 9, 762-784

Abstract: Abstract We study singularly perturbed optimal control problems in which optimal controls may take the form of rapidly oscillating functions. Such rapidly oscillating controls can be constructed on the basis of solutions of certain approximating averaged optimal control problems. We proposed an iterative algorithm for finding numerical solutions of the latter. The effectiveness of the algorithms is demonstrated with the help of numerical examples.

Keywords: Fixed-point iteration; Optimal control; Singularly perturbed systems; Time averaging; 49J15; 65L11; 49M25 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10957-017-1138-8

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