In this paper we study the algebraic Riccati equation corresponding to the guaranteed cost control theory for an uncertain singularly perturbed system. The construction of the controller involves solving the full-order algebraic Riccati equation with small parameter ฮต. Under control-oriented assumpt
Singularly perturbed Markov control problem: Limiting average cost
โ Scribed by Tomasz R. Bielecki; Jerzy A. Filar
- Book ID
- 112680002
- Publisher
- Springer US
- Year
- 1991
- Tongue
- English
- Weight
- 656 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0254-5330
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In the present paper, we prove that the optimal cost of a Mayer's problem for a control system with singular perturbation does converge to the optimal cost of a Mayer's problem associated with control system obtained by averaging. The main novelty of our result lies on the fact that we did not requi
We investigate the asymptotic properties of singularly perturbed control systems with three time scales. We apply the averaging method to construct a limiting system for the slowest motion in the form of a di erential inclusion. Su cient conditions for the uniform convergence of the slowest trajecto