A method for the asymptotic solution of singularly perturbed linear terminal control problems

Abstract

Terminal control of a singularly perturbed linear system, with constraints on the right endpoint of the trajectory is considered. The asymptotic behaviour of the solution is analysed and on that basis an algorithm is proposed for the asymptotic allocation of optimal control switching points. A computational procedure is outlined which utilizes the asymptotic approximations to obtain an exact solution for any given value of the small parameter.