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Iterative solution of optimal control problems with fast and slow motions

✍ Scribed by M.G. Dmitriev; A.M. Klishevic

Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
300 KB
Volume
4
Category
Article
ISSN
0167-6911

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✦ Synopsis

Two schemes of iterative solution of optimal control problems with fast and slow motions are considered here. The first is connected with the iterative solution of corresponding necessary optimality conditions and is adjoined to the iterative method of Ju.P. Boglaev for solution of singularly perturbed boundary value problems.

The second scheme is applied to convex problems and is conceptionally close to methods of minimization with errors under computation. The distinguishing feature of both methods is the decomposition of restrictions on every iteration and the possibility of their integration in different scales of time.

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