Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.733198 |
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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
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Awarding Body: | Imperial College London | ||||||
Current Institution: | Imperial College London | ||||||
Date of Award: | 2017 | ||||||
Availability of Full Text: |
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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.
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Supervisor: | Parpas, Panos ; Rustem, Berc | Sponsor: | Not available | ||||
Qualification Name: | Thesis (Ph.D.) | Qualification Level: | Doctoral | ||||
EThOS ID: | uk.bl.ethos.733198 | DOI: | |||||
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