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Title: Upper and lower bounds for singularly perturbed linear quadratic optimal control problems
Author: Howe, Sei
ISNI:       0000 0004 6496 7069
Awarding Body: Imperial College London
Current Institution: Imperial College London
Date of Award: 2017
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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.
Supervisor: Parpas, Panos ; Rustem, Berc Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral