The optimal control problem of a singularly perturbed bilinear system is studied. The authors present a recursive algorithm to solve the corresponding nonlinear algebraic equations. The algorithm removes the ill-conditioning by decomposing the higher order equation into lower order equations and develops a technique that enables obtaining an arbitrary accuracy, i.e., O( epsilon /sup k/) approximation for this problem. A numerical example that supports the theoretical results is presented.
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机译:研究了奇摄动双线性系统的最优控制问题。作者提出了一种递归算法来求解相应的非线性代数方程。该算法通过将高阶方程分解为低阶方程来消除不适,并开发了一种技术,该技术能够获得任意精度,即对此问题的O(epsilon / sup k /)近似值。给出了一个支持理论结果的数值例子。
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