
doi: 10.1137/0325044
Given \((x,u,t,\theta)\to f(x,u,t,\theta)\), f periodic in \(\theta\) with a period \(\omega\) independent of x, u, t, and \((x,u,t)\to L(x,u,t),\) L sufficiently smooth, consider the perturbed problem \(P_{\epsilon}:\) \[ \text{Minimize }\int^{T}_{0}L(x,u,t)dt\text{ subject to } \dot x=f(x,u,t,t/\epsilon),\quad x(0)=x^ 0,\quad u\in L^ 2(0,T). \] The associated averaged problem is \[ \text{Minimize }\int^{T}_{0}dt/\omega \int^{\omega}_{0}L(y(t),\sigma (t,\theta),t)d\theta, \] \[ \text{subject to } \dot y=(1/\omega)\int^{\omega}_{0}f(y(t),\sigma (t,\theta),t,\theta)d\theta,\quad \sigma \in L^ 2[(0,T)\times (0,\omega)]. \] Conditions are given under which, if \(u_ 0\) is the optimal control for the averaged problem and \(u^{\epsilon}(t)=u_ 0(t,t/\epsilon)\), then \(u^{\epsilon}\) is near optimal for the perturbed one with an error on the cost of order \(\epsilon^ 2\). The nonperiodic case is discussed as well.
Averaging method for ordinary differential equations, Asymptotic approximations, asymptotic expansions (steepest descent, etc.), 330, Dynamic programming in optimal control and differential games, [SPI.AUTO]Engineering Sciences [physics]/Automatic, 510, perturbed problem, Existence theories for optimal control problems involving ordinary differential equations, Singular perturbations for ordinary differential equations, averaged problem
Averaging method for ordinary differential equations, Asymptotic approximations, asymptotic expansions (steepest descent, etc.), 330, Dynamic programming in optimal control and differential games, [SPI.AUTO]Engineering Sciences [physics]/Automatic, 510, perturbed problem, Existence theories for optimal control problems involving ordinary differential equations, Singular perturbations for ordinary differential equations, averaged problem
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 19 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 10% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 10% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
