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Optimal control problems over large time intervals. (English) Zbl 0623.49010
Consider a linear quadratic optimal control problem with prescribed initial and final states, in which the time interval T is large - it does not appear that a criterion is given to determine when this condition actually occurs. The authors show that most of the transient activity occurs near \(t=0\) and \(t=T\), that the state vector remains small away from these points, and that the optimal trajectory and control for the original problem can be approximately obtained by piecing together the optimal trajectories and controls for two infinite-time problems.
Reviewer: J.Rubio

49K15 Optimality conditions for problems involving ordinary differential equations
49M99 Numerical methods in optimal control
93C05 Linear systems in control theory
93B40 Computational methods in systems theory (MSC2010)
93C15 Control/observation systems governed by ordinary differential equations
Full Text: DOI
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