A new method for optimal control of Volterra integral equations

DOI10.1016/j.amc.2006.12.077zbMath1124.65055arXivmath/0611243OpenAlexW2066759659MaRDI QIDQ2383713

S. A. Belbas

Publication date: 19 September 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611243

zbMATH Keywords

optimal controlVolterra integral equationdiscrete approximationHamilton-Jacobi function

Mathematics Subject Classification ID

Related Items (20)

Singular control of stochastic Volterra integral equations ⋮ A directed tabu search method for solving controlled Volterra integral equations ⋮ A relaxation approach to optimal control of Volterra integral equations ⋮ A new direct method for solving optimal control problem of nonlinear Volterra-Fredholm integral equation via the Müntz-Legendre polynomials ⋮ Feedback optimal control for stochastic Volterra equations with completely monotone kernels ⋮ Causal state feedback representation for linear quadratic optimal control problems of singular Volterra integral equations ⋮ Feedback Volterra control of integro-differential equations ⋮ Unnamed Item ⋮ Risk-neutral multiobjective optimal control of random Volterra integral equations ⋮ Optimal control of Volterra integral equations via triangular functions ⋮ Efficient Chebyshev collocation methods for solving optimal control problems governed by Volterra integral equations ⋮ Optimal control of Volterra integral equations in two independent variables ⋮ Optimal control of a system governed by Volterra integral equations ⋮ Optimal control of system governed by nonlinear Volterra integral and fractional derivative equations ⋮ A reduction method for optimal control of Volterra integral equations ⋮ Approximation of the integral funnel of the Urysohn type integral operator ⋮ Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle ⋮ Exponential convergence for numerical solution of integral equations using radial basis functions ⋮ APPROXIMATION OF THE SECTIONS OF THE SET OF TRAJECTORIES OF THE CONTROL SYSTEM DESCRIBED BY A NONLINEAR VOLTERRA INTEGRAL EQUATION ⋮ Malliavin calculus and optimal control of stochastic Volterra equations

Cites Work

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• Durch Integralgleichungen beschriebene optimale Prozesse mit Nebenbedingungen in Banachräumen - notwendige Optimalitätsbedingungen
• Optimal Control with Integral State Equations
• Iterative schemes for optimal control of Volterra integral equations
• Optimal Control of Processes Described by Integral Equations, III
• Comments on the Paper “Optimal Control of Processes Described by Integral Equations. I” by V. R. Vinokurov

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