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

被引：37

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

页码：309 / 335

页数：27

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