APPLICATION OF THE AVERAGING METHOD TO OPTIMAL CONTROL PROBLEM OF SYSTEM WITH FAST PARAMETERS
О. Д. Кічмаренко · International Journal of Pure and Apllied Mathematics · 2017
The application of the averaging method for nonlinear optimal control problem of system with fast oscillating parameters is founded.According to this method, fast oscillating parameters are replaced by averaged one.It is proved that the optimal control of the averaged problem is asymptotically optimal for the original problem.The convergence of the original problem optimal solutions to the averaged problem optimal solutions is researched.