Abstract
We study singularly perturbed optimal control problems in which optimal controls may take the form of rapidly oscillating functions. Such rapidly oscillating controls can be constructed on the basis of solutions of certain approximating averaged optimal control problems. We proposed an iterative algorithm for finding numerical solutions of the latter. The effectiveness of the algorithms is demonstrated with the help of numerical examples.
| Original language | English |
|---|---|
| Pages (from-to) | 762–784 |
| Number of pages | 23 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 174 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Sept 2017 |
Keywords
- Fixed-point iteration
- Optimal control
- Singularly perturbed systems
- Time averaging