M. G. Dmitriev, A. M. Klishevic, Iterative solution of optimal control problems with fast and slow motions

Title: Iterative solution of optimal control problems with fast and slow motions
Authors: M. G. Dmitriev, A. M. Klishevic
Journal title: Systems and Control Letters
Year: 1984
Volume: 4
Pages: 223-226
Abstract:

Two schemes of iterative solution of optimal control problems with fast and slow motions are considered here. The first is connected with the iterative solution of corresponding necessary optimality conditions and is adjoined to the iterative method of Ju.P. Boglaev for solution of singularly perturbed boundary value problems. The second scheme is applied to convex problems and is conceptionally close to methods of minimization with errors under computation. The distinguishing feature of both methods is the decomposition of restrictions on every iteration and the possibility of their integration in different scales of time.