IJPAM: Volume 115, No. 1 (2017)

Title

APPLICATION OF THE AVERAGING METHOD TO
OPTIMAL CONTROL PROBLEM OF SYSTEM
WITH FAST PARAMETERS

Authors

Olga D. Kichmarenko
Institute of Mathematics, Economics and Mechanics
Odesa National I.I. Mechnikov University
2, Dvoryanska Str., Odesa, 65082, UKRAINE

Abstract

The application of the averaging method for nonlinear optimal control problem of system with fast oscillating parameters is founded. According to this method, fast oscillating parameters are replaced by averaged one.

It is proved that the optimal control of the averaged problem is asymptotically optimal for the original problem.

The convergence of the original problem optimal solutions to the averaged problem optimal solutions is researched.

History

Received: April 4, 2017
Revised: May 21, 2017
Published: June 29, 2017

AMS Classification, Key Words

AMS Subject Classification: 34K35, 49K15, 49J15, 49J30
Key Words and Phrases: optimal control, averaging method, small parameter, weakly convergence, compact

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Bibliography

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How to Cite?

DOI: 10.12732/ijpam.v115i1.8 How to cite this paper?

Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2017
Volume: 115
Issue: 1
Pages: 93 - 114


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CC BY This work is licensed under the Creative Commons Attribution International License (CC BY).