Title :
Singularly perturbed difference equations in optimal control problems
Author :
Blankenship, Gilmer
Author_Institution :
University of Maryland, College Park, MD, USA
fDate :
8/1/1981 12:00:00 AM
Abstract :
A linear regular problem involving singularly perturbed difference equations is considered. The basic features of singularly perturbed systems-order reduction, separation of time scales, boundary layers, etc.-are highlighted. Application to the numerical treatment of control problems involving stiff differential equations is discussed.
Keywords :
Difference equations; Optimal control, linear systems; Singularly perturbed systems, linear; Boundary value problems; Control systems; Costs; Difference equations; Differential equations; Matrix converters; Optimal control; Regulators; Riccati equations; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102741
