Causal Feedback Optimal Control for Volterra Integral Equations

DOI10.1137/S0363012994275944MaRDI QIDQ3837278zbMATH OpenOpenAlexFDO

Authors A. J. Pritchard, Yuncheng You

Publication date 8 December 1996

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

Full work available at URL https://doi.org/10.1137/s0363012994275944

zbMATH Keywords

feedback controlFredholm integral operator equationoptimal controlprojection causalityquadratic criteriaVolterra integral equations

Mathematics Subject Classification ID

Volterra integral equations (45D05) Linear-quadratic optimal control problems (49N10) General systems theory (93A99) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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Cited in

(22)

• On the quadratic optimal control problem for Volterra integro- differential equations
• Numerical computation of the nonlinear feedback operators for the nonquadratic time-variant optimal control problems
• Tractability for Volterra problems of the second kind with convolution kernels
• scientific article; zbMATH DE number 4191495 (Why is no real title available?)
• Quadratic integral games and causal synthesis
• Optimization of functional integral equations: a spectral approach
• Linear quadratic control problems of stochastic Volterra integral equations
• Causal state feedback representation for linear quadratic optimal control problems of singular Volterra integral equations
• Feedback Volterra control of integro-differential equations
• Optimal control problem governed by a highly nonlinear singular Volterra equation: Existence of solutions and maximum principle
• Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations
• Riccati-based solution to the optimal control of linear evolution equations with finite memory
• Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations
• Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies
• The quadratic tracking problem for systems with persistent memory in \(\mathbb{R}^d\)
• Infinite horizon linear quadratic optimal control problems for singular Volterra integral equations
• Linear quadratic control of parabolic-like evolutions with memory of the inputs
• Causal state feedback representation for infinite horizon LQ problems of fractional systems
• Causal feedback strategies for controlled stochastic Volterra systems: a unified treatment
• Optimal synthesis control for evolution equations subject to nonlocal inputs
• Solvability of coupled forward-backward Volterra integral equations
• Well-posedness and regularity of backward stochastic Volterra integral equations

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