Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle

DOI10.1137/19M124602XzbMath1444.45003arXiv1712.05911OpenAlexW3000327052WikidataQ126384280 ScholiaQ126384280MaRDI QIDQ5208748

Ping Lin, Jiong-min Yong

Publication date: 10 January 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.05911

zbMATH Keywords

optimal controlPontryagin's maximum principlesingular Volterra integral equationfractional ordinary differential equation

Mathematics Subject Classification ID

Volterra integral equations (45D05) Optimality conditions for problems involving ordinary differential equations (49K15) Singular nonlinear integral equations (45G05) Fractional ordinary differential equations (34A08) Optimality conditions for problems involving relations other than differential equations (49K21)

Related Items (15)

On regularization of the Lagrange principle in the optimization problems for linear distributed Volterra type systems with operator constraints ⋮ Minimax solutions of Hamilton–Jacobi equations with fractional coinvariant derivatives ⋮ Singular control of stochastic Volterra integral equations ⋮ Boundary stabilization for time-space fractional diffusion equation ⋮ Causal state feedback representation for linear quadratic optimal control problems of singular Volterra integral equations ⋮ Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations ⋮ Weakly singular Volterra integral equation with combined logarithmic-power-law kernel: analytical and computational consideration ⋮ Optimal control problem governed by a highly nonlinear singular Volterra equation: Existence of solutions and maximum principle ⋮ Spike Variations for Stochastic Volterra Integral Equations ⋮ On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay ⋮ Dynamic Programming Principle and Hamilton--Jacobi--Bellman Equations for Fractional-Order Systems ⋮ Backward stochastic Volterra integral equations with jumps in a general filtration ⋮ Controlled singular evolution equations and Pontryagin type maximum principle with applications ⋮ Infinite horizon backward stochastic Volterra integral equations and discounted control problems ⋮ On differentiability of solutions of fractional differential equations with respect to initial data

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