Approach to the numerical solution of optimal control problems for loaded differential equations with nonlocal conditions (Q2332625)

A \textit{loaded} differential equation or system is one where the right-hand side contains functionals of the solution, in particular values of the solution at certain points (the \textit{load points}). The authors consider the control system \[ x'(t) = A(t, u(t))x(t) + \sum_{i=1}^{M_1} B_i(t, u(t)) x(r_i) + B_0(t, u(t)) \quad a \le t \le b \] where the \(n\)-vector function \(x(t)\) is the state and the \(m\)-vector function \(u(t)\) is the control, the latter taking values in a convex compact set \(U.\) There are \(n\) conditions of the form \[ \sum_{i=1}^{M_1} D_i x(r_i) + \sum_{j=1}^{M_2} E_j x(s_j) + \sum_{k=1}^{M_3} \int_{t_{{2k-1}}}^{t_{2k}} F_k(\tau) x(\tau) d\tau = L_0 \] with \(L_0\) an \(n\)-dimensional vector, and there are various positioning conditions on the set \(\mathcal{U}= \{r_i\} \cup \{s_j\}\cup \{t_k\}.\) The optimal control problem is that of minimizing the functional \[ J(u) = G(x(p)) + \int_a^{b} f_0(t, x, u) dt \] where \(p\) is defined from \(\mathcal{U}\). The authors derive a characterization of the optimal control and present a scheme for the numerical solution of the problem, including an example with actual numerical results.