Asymptotically Optimal Control in a Linear Control System with Fast and Slow Variables


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Abstract

The problem of optimal control is described by a system of differential equations with fast and slow variables and by a terminal quality criterion. The control used in the problem is linear. We prove that the optimal control in the averaged problem is asymptotically optimal for the initial problem.

About the authors

I. A. Boitsova

Mechnikov Odessa State University

Author for correspondence.
Email: boitsova.irina@mail.ru
Ukraine, Dvoryanskaya Str., 2, Odessa, 65026


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