The linear quadratic regulator problem for a class of controlled systems modeled by singularly perturbed Ito differential equations

This paper discusses an infinite-horizon linear quadratic (LQ) optimal control problem involving state- and control-dependent noise in singularly perturbed stochastic systems. First, an asymptotic structure along with a stabilizing solution for the stochastic algebraic Riccati equation (ARE) are newly established. It is shown that the dominant part of this solution can be obtained by solving a parameter-independent system of coupled Riccati-type equations. Moreover, sufficient conditions for the existence of the stabilizing solution to the problem are given. A new sequential numerical algorithm for solving the reduced-order AREs is also described. Based on the asymptotic behavior of the ARE, a class of O(√ε) approximate controller that stabilizes the system is obtained. Unlike the existing results in singularly perturbed deterministic systems, it is noteworthy that the resulting controller achieves an O(ε) approximation to the optimal cost of the original LQ optimal control problem. As a result, the proposed control methodology can be applied to practical applications even if the value of the small parameter ε is not precisely known. © 2012 Society for Industrial and Applied Mathematics.Vasile Dragan, Hiroaki Mukaidani and Peng Sh

Correctness of a constrained control Mayer's problem for a class of singularly perturbed functional-differential systems

A Mayer's problem for a singularly perturbed controlled system with the general type of a small state delay is considered. The control is subject to geometrical constraints. The cost functional is a function of the terminal value of the slow state variable. A simpler parameter-free optimal control problem (the reduced problem) is associated with the original problem. A convergence of the optimal value of the cost functional in the original problem to the optimal value of the cost functional in the reduced problem, as a parameter of singular perturbation tends to zero, is established. An asymptotic suboptimality of the optimal control of the reduced problem in the original problem is shown. These results are extended to some more general optimal control problems. An illustrative example is presented

Increasing pursuer capturability by using hybrid dynamics

A robust interception of a maneuverable target (evader) by an interceptor (pursuer) with hybrid dynamics is considered. The controls of the pursuer and the evader are bounded. The duration of the engagement is prescribed. The pursuer has two possible dynamic modes, which can be switched once during the engagement, while the dynamics of the evader are fixed. The case where for both dynamic modes there exists an unbounded capture zone was analyzed in our previous work. The conditions under which the pursuer can increase its capturability by utilizing the hybrid dynamics were established and the new robust capture zone was constructed. In the present paper, we extend this result to the cases where at least for one dynamic mode of the pursuer the capture zone is bounded. For these instances, conditions of increasing the pursuer’s hybrid capturability are derived. Respective capture zones are constructed. Illustrative examples and results of extensive simulation for a realistic non-linear engagement model in the presence of a random wind are given

Optimal Synthesis of the Zermelo–Markov–Dubins Problem in a Constant Drift Field

The original publication is available at www.springerlink.com.DOI: 10.1007/s10957-012-0128-0We consider the optimal synthesis of the Zermelo–Markov–Dubins problem, that is, the problem of steering a vehicle with the kinematics of the Isaacs–Dubins car in minimum time in the presence of a drift field. By using standard optimal control tools, we characterize the family of control sequences that are sufficient for complete controllability and necessary for optimality for the special case of a constant field. Furthermore, we present a semi-analytic scheme for the characterization of a (nearly) optimal synthesis of the minimum-time problem. Finally, we establish a direct correspondence between the optimal syntheses of the Markov–Dubins and the Zermelo–Markov–Dubins problems by means of a discontinuous mapping