On Numerical Solution of Singularly Perturbed Optimal Control Problems

被引：0
作者：
Vladimir Gaitsgory
Matthias Gerdts
机构：
[1] Macquarie University,Department of Mathematics, Faculty of Science and Engineering
[2] Universität der Bundeswehr München,Institut für Mathematik und Rechneranwendung, Fakultät für Luft
来源：
Journal of Optimization Theory and Applications | 2017年 / 174卷
关键词：
Fixed-point iteration; Optimal control; Singularly perturbed systems; Time averaging; 49J15; 65L11; 49M25;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：762 / 784
页数：22
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