Near Optimization of Dynamic Systems by Decomposition and Aggregation
Suresh Sethi and
Qiang Zhang
Journal of Optimization Theory and Applications, 1998, vol. 99, issue 1, No 1, 22 pages
Abstract:
Abstract This paper is concerned with the reduction of a class of optimal control problems to simpler problems by using decomposition and aggregation. Decomposition is shown to provide a good approximation when the system dynamics involve nearly decomposable matrices or variables with strong and weak interactions. Aggregation provides a good approximation if each of the decomposed matrices has one or more dominant eigenvalues. It is shown how one can construct nearly-optimal controls for the given system from the optimal solutions of the simpler reduced problems.
Keywords: Optimal control; dynamical systems; decomposition; aggregation (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1021739925071
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