Singular Perturbations in Non-Linear Optimal Control Systems

Quincampoix, M. & Zhang, H. (1993). Singular Perturbations in Non-Linear Optimal Control Systems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-048

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We study convergence of value-functions associated to control systems with a singular perturbation. In the nonlinear case, we prove new convergence results: the limit of optimal costs of the perturbed system is an optimal cost for the reduced system. We furthermore provide an estimation of the rate of convergence when the reduced system has solutions regular enough.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Dynamic Systems (DYN)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:02
Last Modified: 27 Aug 2021 17:14

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