NEAR OPTIMIZATION OF DYNAMIC-SYSTEMS BY DECOMPOSITION AND AGGREGATION

This paper is concerned with the reduction of a class of optimal contr ol problems to simpler problems by using decomposition and aggregation . Decomposition is shown to provide a good approximation when the syst em dynamics involve nearly decomposable matrices or variables with str ong and weak interactions. Aggregation provides a good approximation i f each of the decomposed matrices has one or more dominant eigenvalues . It is shown how one can construct nearly-optimal controls for the gi ven system from the optimal solutions of the simpler reduced problems.