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Asymptotic expansions for singularly perturbed differential matrix riccati equations with applications to linear — Quadratic optimization problems

Part 3 Research Papers

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Part of the Lecture Notes in Mathematics book series (LNM,volume 985)

Abstract

A general optimization problem with quadratic cost for linear systems leads to the study of a singularly perturbed matrix Riccati differential equations if the dynamics is described by a singularly perturbed system. A similar singularly perturbed Riccati equation arises in the cheap control problems. These problems motivate the asymptotic expansions obtained in the paper.

Keywords

  • Asymptotic Expansion
  • Riccati Equation
  • Lipschitz Continuity
  • Quadratic Optimization Problem
  • Optimal Feedback Control

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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© 1983 Springer-Verlag

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DrĂgan, V. (1983). Asymptotic expansions for singularly perturbed differential matrix riccati equations with applications to linear — Quadratic optimization problems. In: Verhulst, F. (eds) Asymptotic Analysis II —. Lecture Notes in Mathematics, vol 985. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062377

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  • DOI: https://doi.org/10.1007/BFb0062377

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12286-9

  • Online ISBN: 978-3-540-39612-3

  • eBook Packages: Springer Book Archive