Singular perturbations in the state regulator problem

Abstract

Most of the results of singular perturbation theory have been concerned with initial value problems whereas optimal control problems are of two-point boundary value type. The portions of this theory applicable to the open loop state regulator problem are reviewed. For obtaining approximate solutions to the state regulator problem the method of matched asymptotic expansions is employed. This method has been developed in connection with certain fluid mechanics problems and is applicable to nonlinear as well as linear problems. It has been found in the past to be advantageous not to formulate this method generally but to apply it to each individual problem and this approach is adopted here. A general recipe for the method is given and its application is illustrated by using the method to obtain an approximate solution to a simple, specific state regulator problem.