Controlled singular Volterra integral equations and Pontryagin maximum principle

DOI10.1137/19M124602XzbMATH Open1444.45003arXiv1712.05911OpenAlexW3000327052WikidataQ126384280 ScholiaQ126384280MaRDI QIDQ5208748FDOQ5208748

Authors: Ping Lin, Jiongmin Yong 

Publication date: 10 January 2020

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

Abstract: This paper is concerned with a class of controlled singular Volterra integral equations, which could be used to describe problems involving memories. The well-known fractional order ordinary differential equations of the Riemann--Liouville or Caputo types are strictly special cases of the equations studied in this paper. Well-posedness and some regularity results in proper spaces are established for such kind of questions. For the associated optimal control problem, by using a Liapounoff's type theorem and the spike variation technique, we establish a Pontryagin's type maximum principle for optimal controls. Different from the existing literature, our method enables us to deal with the problem without assuming regularity conditions on the controls, the convexity condition on the control domain, and some additional unnecessary conditions on the nonlinear terms of the integral equation and the cost functional.

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

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zbMATH Keywords

optimal controlPontryagin's maximum principlefractional ordinary differential equationsingular Volterra integral equation

Mathematics Subject Classification ID

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

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Cited In (19)

• Pontryagin maximum principle for fractional delay differential equations and controlled weakly singular Volterra delay integral equations
• Optimal control problem governed by a highly nonlinear singular Volterra equation: Existence of solutions and maximum principle
• Spike Variations for Stochastic Volterra Integral Equations
• Backward stochastic Volterra integral equations with jumps in a general filtration
• On differentiability of solutions of fractional differential equations with respect to initial data
• Minimax solutions of Hamilton-Jacobi equations with fractional coinvariant derivatives
• Causal state feedback representation for linear quadratic optimal control problems of singular Volterra integral equations
• Singular backward stochastic Volterra integral equations in infinite dimensional spaces
• Dynamic Programming Principle and Hamilton--Jacobi--Bellman Equations for Fractional-Order Systems
• On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay
• Infinite horizon backward stochastic Volterra integral equations and discounted control problems
• Boundary stabilization for time-space fractional diffusion equation
• Singular control of stochastic Volterra integral equations
• Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems
• On regularization of the Lagrange principle in the optimization problems for linear distributed Volterra type systems with operator constraints
• Infinite horizon linear quadratic optimal control problems for singular Volterra integral equations
• Controlled singular evolution equations and Pontryagin type maximum principle with applications
• 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

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