Asymptotic solution of a singularly perturbed set of functional-differential equations of Riccati type encountered in the optimal control theory

The boundary-value problem for the set of functional-differential equations with partial derivatives of Riccati type, associated with a singularly perturbed linear-quadratic optimal control problem with delay in state, is considered. The expression for a solution of the problem, which transforms it to the explicit singular perturbation form, is proposed. An asymptotic solution of this problem is constructed. Received August 7, 1997