Pontryagin Maximum Principle for coupled slow and fast systems
نویسندگان
چکیده
When slow and fast controlled dynamics are coupled, the variational limit, as the ratio of time scales grows, is best depicted as a trajectory in a probability measures space. The effective control is then an invariant measure on the fast state-control space. The paper presents the form of the Pontryagin Maximum Principle for this variational limit and examines its relation to the Maximum Principle of the perturbed system.
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