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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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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author Kurina , G. A.
Курина , Г. А.
author_facet Kurina , G. A.
Курина , Г. А.
author_sort Kurina , G. A.
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datestamp_date 2023-12-01T10:43:23Z
description 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.
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spelling umjimathkievua-article-79692023-12-01T10:43:23Z Splitting of two-point boundary problem appearing in the theory of optimal control О расщеплении двухточечной краевой задачи, возникающей в теории оптимального управления Kurina , G. A. Курина , Г. А. 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. В гильбертовом пространстве рассматривается двухточечная краевая задача, возникающая при минимизации линейно-квадратичного функционала на траекториях линейного уравне­ния с обратимым при достаточно малых ε > 0 оператором А + εВ при производной, где оператор А фредгольмов, а все В-жордановы цепочки оператора А имеют одинаковую длину. Доказывается, что можно произвести асимптотическое расщепление рассматриваемой задачи на регулярно возмущенную краевую задачу и две сингулярно возмущенные зада­чи Коши. В гільбертовому просторі розглядається двоточкова крайова задача, що виникає при міні­мізації лінійно-квадратичного функціоналу на траєкторіях лінійного рівняння з оберне­ним при досить малих ε > 0 оператором А + εВ при похідній, де оператор А фредгольмів, а всі В-жорданові ланцюжки оператора А мають однакову довжину. Доводиться, що можна виконати асимптотичне розщеплення розглядуваної задачі на регулярно збурену крайову задачу та дві сингулярно збурені задачі Коші.           Institute of Mathematics, NAS of Ukraine 1992-05-26 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/7969 Ukrains’kyi Matematychnyi Zhurnal; Vol. 44 No. 5 (1992); 704-709 Український математичний журнал; Том 44 № 5 (1992); 704-709 1027-3190 rus https://umj.imath.kiev.ua/index.php/umj/article/view/7969/9562 Copyright (c) 1992 G. A. Kurina
spellingShingle Kurina , G. A.
Курина , Г. А.
Splitting of two-point boundary problem appearing in the theory of optimal control
title Splitting of two-point boundary problem appearing in the theory of optimal control
title_alt О расщеплении двухточечной краевой задачи, возникающей в теории оптимального управления
title_full Splitting of two-point boundary problem appearing in the theory of optimal control
title_fullStr Splitting of two-point boundary problem appearing in the theory of optimal control
title_full_unstemmed Splitting of two-point boundary problem appearing in the theory of optimal control
title_short Splitting of two-point boundary problem appearing in the theory of optimal control
title_sort splitting of two-point boundary problem appearing in the theory of optimal control
url https://umj.imath.kiev.ua/index.php/umj/article/view/7969
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AT kurinaga orasŝepleniidvuhtočečnojkraevojzadačivoznikaûŝejvteoriioptimalʹnogoupravleniâ