Splitting of two-point boundary problem appearing in the theory of optimal control

In a Hilbert space a two-point boundary-value problem is considered that arises during the minimization of a linear quadratic functional on the trajectories of a linear equation with the operator A + εB invertible for sufficiently small ε >0 for the derivative, where A is a Fredholm opera...

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Bibliographic Details
Date:1992
Main Authors: Kurina , G. A., Курина , Г. А.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 1992
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/7969
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary:In a Hilbert space a two-point boundary-value problem is considered that arises during the minimization of a linear quadratic functional on the trajectories of a linear equation with the operator A + εB invertible for sufficiently small ε >0 for the derivative, where A is a Fredholm operator and all B-Jordan chains of the operator A have the same length. It is proved that we can asymptotically split the problem under consideration into a regularly perturbed boundary-value problem and two singularity perturbed Cauchy problems.