3 papers
math.OC2016
On near optimal control of systems with slow observables
Vladimir Gaitsgory, Sergey Rossomakhine
The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called obser…
math.OC2014
On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
Vladimir Gaitsgory, Ludmila Manic, Sergey Rossomakhine
The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average opti…
math.OC2013
Averaging and linear programming in some singularly perturbed problems of optimal control
Vladimir Gaitsgory, Sergei Rossomakhine
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems…