The problem of optimal control is described by a system of differential equations with fast and slow variables and by a terminal quality criterion. The control used in the problem is linear. We prove that the optimal control in the averaged problem is asymptotically optimal for the initial problem.
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Translated from Neliniini Kolyvannya, Vol. 19, No. 3, pp. 349–361, July–September, 2016.
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Boitsova, I.A. Asymptotically Optimal Control in a Linear Control System with Fast and Slow Variables. J Math Sci 226, 240–253 (2017). https://doi.org/10.1007/s10958-017-3530-1
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DOI: https://doi.org/10.1007/s10958-017-3530-1