Asymptotic Solution of a Boundary-Value Problem for Linear Singularly-Perturbed Functional Differential Equations Arising in Optimal Control Theory |
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| Authors: | Glizer V Y |
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| Institution: | (1) Department of Chemical Engineering, Technion-Israel Institute of Technology, Haifa, Israel |
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| Abstract: | 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. |
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| Keywords: | optimal control problems with delay in the state variables Hamiltonian boundary-value problems functional differential equations singular perturbations asymptotic solutions |
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