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Study of optimal control problems on the half-line by the averaging method

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Abstract

We justify the application of the averaging method to optimal control problems for systems of differential equations on the half-line. For optimal control problems for systems of differential equations linear in the control, we prove the existence of optimal controls for the exact and averaged problems. We show that an optimal control in the averaged problem is ɛ-optimal in the exact problem.

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Original Russian Text © A.N. Stanzhitskii, T.V. Dobrodzii, 2011, published in Differentsial’nye Uravneniya, 2011, Vol. 47, No. 2, pp. 264–277.

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Stanzhitskii, A.N., Dobrodzii, T.V. Study of optimal control problems on the half-line by the averaging method. Diff Equat 47, 264–277 (2011). https://doi.org/10.1134/S0012266111020121

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  • DOI: https://doi.org/10.1134/S0012266111020121

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