Matched asymptotic expansion of the Hamilton-Jacobi-Bellman equation for aeroassisted plane-change maneuvers

In this paper we develop a general procedure for constructing a matched asymptotic expansion of the Hamilton-Jacobi-Bellman equation based on the method of characteristics. The development is for a class of perturbation problems whose solution exhibits two-time-scale behavior. A regular expansion for problems of this type is inappropriate since it is not uniformly valid over a narrow range of the independent variable. Of particular interest here is the manner in which matching and boundary conditions are enforced when the expansion is carried out to first order. Two cases are distinguished - one where the left boundary condition coincides with or lies to the right of the singular region and one where the left boundary condition lies to the left of the singular region. A simple example is used to illustrate the procedure, and its potential application to aeroassisted plane change is described.