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Upper and lower bounds for singularly perturbed linear quadratic optimal control problems

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Title: Upper and lower bounds for singularly perturbed linear quadratic optimal control problems
Authors: Howe, Sei
Item Type: Thesis or dissertation
Abstract: The question of how to optimally control a large scale system is widely considered to be difficult to solve due to the size of the problem. This difficulty is further compounded when a system exhibits a two time-scale structure where some components evolve slowly and others evolve quickly. When this occurs, the optimal control problem is regarded as singularly perturbed with a perturbation parameter epsilon representing the ratio of the slow time-scale to the fast time-scale. As epsilon goes to zero, the system becomes stiff resulting in a computationally intractable problem. In this thesis, we propose an analytic method for constructing bounds on the minimum cost of a singularly perturbed, linear-quadratic optimal control problem that hold for any arbitrary value of epsilon.
Content Version: Open Access
Issue Date: Jul-2017
Date Awarded: Nov-2017
URI: http://hdl.handle.net/10044/1/54758
DOI: https://doi.org/10.25560/54758
Supervisor: Parpas, Panos
Rustem, Berc
Department: Computing
Publisher: Imperial College London
Qualification Level: Doctoral
Qualification Name: Doctor of Philosophy (PhD)
Appears in Collections:Computing PhD theses



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