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

Abstract

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