Asymptotic solution of the singularly perturbed infinite dimensional Riccati equation

DOI10.1006/JMAA.1997.5586zbMath0916.49028OpenAlexW2050866979MaRDI QIDQ1378659

Valery Y. Glizer

Publication date: 14 July 1999

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1997.5586

zbMATH Keywords

asymptotic solutionsHilbert spaceRiccati equationsexistence of an optimal controlsingularly perturbed linear-quadratic control

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Nonlinear differential equations in abstract spaces (34G20) Linear-quadratic optimal control problems (49N10) Control problems involving ordinary differential equations (34H05) Control/observation systems governed by ordinary differential equations (93C15) Singular perturbations for ordinary differential equations (34E15)

Related Items (3)

Singular perturbations in control problems ⋮ Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters ⋮ Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games

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