The averaging method in linear-quadratic control problems.

zbMath1084.49510MaRDI QIDQ1432415

L. A. Safonov, V. V. Strygin

Publication date: 15 June 2004

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionlinear-quadratic optimal controlfinite horizonmatrix Riccati differential equationoptimal trajectory

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Linear-quadratic optimal control problems (49N10) Control problems involving ordinary differential equations (34H05) Averaging method for ordinary differential equations (34C29)

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