Singular Perturbation of Optimal Control Problems on MultiDomains

نویسندگان

  • Nicolas Forcadel
  • Zhiping Rao
چکیده

The goal of this paper is to study a singular perturbation problem in the framework of optimal control on multi-domains. We consider an optimal control problem in which the controlled system contains a fast and a slow variables. This problem is reformulated as an Hamilton-JacobiBellman (HJB) equation. The main difficulty comes from the fact that the fast variable lives in a multi-domain. The geometric singularity of the multi-domains leads to the discontinuity of the Hamiltonian. Under a controllability assumption on the fast variable, the limit equation (as the velocity of the fast variable goes to infinity) is obtained via a PDE approach and by means of the tools of the control theory.

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عنوان ژورنال:
  • SIAM J. Control and Optimization

دوره 52  شماره 

صفحات  -

تاریخ انتشار 2014