收费公路与奇摄动最优控制问题的同伦方法

O. Cots, J. Gergaud, B. Wembe
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引用次数: 2

摘要

本文的第一个目的是提出收费公路性质和奇异摄动理论之间的联系:第一个是第二个的特殊情况。在此基础上,建立了求解奇异摄动最优控制问题的新框架。我们首先考虑收费公路的情况,然后,我们推广的方法一般控制问题的奇异扰动(即有快速和慢变量)。我们用一个例子来说明每一步。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Homotopic approach for turnpike and singularly perturbed optimal control problems
The first aim of this article is to present the link between the turnpike property and the singular perturbations theory: the first one being a particular case of the second one. Then, thanks to this link, we set up a new framework based on continuation methods for the resolution of singularly perturbed optimal control problems. We consider first the turnpike case, then, we generalize the approach to general control problems with singular perturbations (that is with fast but also slow variables). We illustrate each step with an example.
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