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.