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Numerically efficient approximations to the optimal control of linear singularly perturbed systems based on Haar wavelets. (English) Zbl 1070.65052

Summary: We present an implementation of the Haar wavelet to the optimal control of linear singularly perturbed systems. The approximated composite control and the slow and fast trajectories with respect to a quadratic cost function are calculated by solving only the linear algebraic equations. The results are illustrated by a simple example.

MSC:

65K10 Numerical optimization and variational techniques
49J15 Existence theories for optimal control problems involving ordinary differential equations
65T60 Numerical methods for wavelets
49M15 Newton-type methods
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