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Asymptotic Solution of a Boundary-Value Problem for Linear Singularly-Perturbed Functional Differential Equations Arising in Optimal Control Theory

Author

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  • V. Y. Glizer

    (Technion-Israel Institute of Technology)

Abstract

The Hamiltonian boundary-value problem, associated with a singularly-perturbed linear-quadratic optimal control problem with delay in the state variables, is considered. A formal asymptotic solution of this boundary-value problem is constructed by application of the boundary function method. The justification of this asymptotic solution is done. The asymptotic solution of the Hamiltonian boundary-value problem is constructed and justified assuming boundary-layer stabilizability and detectability.

Suggested Citation

  • V. Y. Glizer, 2000. "Asymptotic Solution of a Boundary-Value Problem for Linear Singularly-Perturbed Functional Differential Equations Arising in Optimal Control Theory," Journal of Optimization Theory and Applications, Springer, vol. 106(2), pages 309-335, August.
    • Handle: RePEc:spr:joptap:v:106:y:2000:i:2:d:10.1023_a:1004651430364
    DOI: 10.1023/A:1004651430364
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    Cited by:

    1. Sahihi, Hussein & Abbasbandy, Saeid & Allahviranloo, Tofigh, 2019. "Computational method based on reproducing kernel for solving singularly perturbed differential-difference equations with a delay," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 583-598.
    2. Brdar, Mirjana & Franz, Sebastian & Ludwig, Lars & Roos, Hans-Görg, 2023. "A balanced norm error estimation for the time-dependent reaction-diffusion problem with shift in space," Applied Mathematics and Computation, Elsevier, vol. 437(C).
    3. Chen, Shu-Bo & Soradi-Zeid, Samaneh & Dutta, Hemen & Mesrizadeh, Mehdi & Jahanshahi, Hadi & Chu, Yu-Ming, 2021. "Reproducing kernel Hilbert space method for nonlinear second order singularly perturbed boundary value problems with time-delay," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    4. V.Y. Glizer, 2003. "Asymptotic Analysis and Solution of a Finite-Horizon H ∞ Control Problem for Singularly-Perturbed Linear Systems with Small State Delay," Journal of Optimization Theory and Applications, Springer, vol. 117(2), pages 295-325, May.
    5. Gemechis File Duressa & Imiru Takele Daba & Chernet Tuge Deressa, 2023. "A Systematic Review on the Solution Methodology of Singularly Perturbed Differential Difference Equations," Mathematics, MDPI, vol. 11(5), pages 1-16, February.

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