Abstract
The singular perturbation method is used in dynamic programming to reduce the order and the computational requirements of linear systems composed of slow and fast modes. After the fast modes are separated, a near-optimum solution is computed at two different iteration rates determined by the slow and fast subsystem dynamics. The result is a reduction in the order of the computational requirement of the given system to that of the slow subsystem.
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Dr. Krikorian was the recipient of a Hughes Doctoral Fellowship during this research.
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Krikorian, K.V., Leondes, C.T. Dynamic programming using singular perturbations. J Optim Theory Appl 38, 221–230 (1982). https://doi.org/10.1007/BF00934084
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DOI: https://doi.org/10.1007/BF00934084