A Boundary value technique for solving singularly perturbed, fixed end-point optimal control problems
✍ Scribed by Mohan K. Kadalbajoo; Arindama Singh
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 257 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0143-2087
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✦ Synopsis
A method is proposed to solve fixed end-point, linear optimal control problems with quadratic cost and singularly perturbed state. After translating the problem into a two-point boundary value problem, we choose two points t1, t2 E [ t o , tf] and let 7 = ( t -~o ) / E and u = ( t ft)/e. The ~s c a l e d , original and u-scaled boundary value problems are then solved on the intervals [ t o , t l ] , [ t l , t 2 ] and [ t 2 , ff] respectively. A test example is solved to illustrate the method. KEY WORDS Optimal control problems Singular perturbations Maximum principle Boundary layers Two-point boundary value problem