Asymptotic solution of a boundary-value problem for linear singularly-perturbed functional differential equations arising in optimal control theory

被引：39
作者：
Glizer, VY
机构：
[1] Department of Chemical Engineering, Technion-Israel Inst. of Technology, Haifa
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2000年 / 106卷 / 02期
关键词：
optimal control problems with delay in the state variables; Hamiltonian boundary-value problems; functional differential equations; singular perturbations; asymptotic solutions;
D O I：
10.1023/A:1004651430364
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
引用
收藏
页码：309 / 335
页数：27
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