Optimal control of Volterra equations with impulses (Q2485666): Difference between revisions

The authors consider optimal control problems for systems governed by Volterra integral equations with impulsive terms of the form \[ \int^T_0 g(t, x(t), u(t))\,dt+ \varphi(x(\tau^-_1), x(\tau^-_2),\dots, x(\tau^-_{N+1}), a_1,a_2,\dots, a_{N+1}) \] \[ x(s)= h(s)+ \int^T_0 f(s, t,x(t), u(t))\,dt+ \sum_{i: 0<\tau_i< s} G(s,\tau_i, x(\tau^-_i), u(\tau^-_i), u(\tau^+_i)), \] where the control \(u\) is piecewise constant: \(u(t)= a_i\) for \(\tau_{i-1}\leq t< \tau_i\). For this problem the authors prove necessary optimality conditions in form of a discrete maximum principle. For the particular case of impulsive ordinary differential equations an impulsive maximum principle is obtained.